I'm not sure it's as cut and dry as that. While the DXi itself may be application code, many of them (Edirol VSC for ex.) come with their own samples.
I started a thread a few days back questioning whether it would better to house samples on your audio drive - using the same logic behind keeping wave files on a separate drive. It appears many people do keep them on a separate drive, although no one seems to know for sure if there is any benefit to this.
For some DXi's, it's pretty easy. Live Synth Pro, for ex., is just a DXi application, and you can easily keep your sound fonts on a separate drive as they are separate from the program.
I have started trying to keep all my samples on my audio drive. However, since I did this at the same time I upgraded my computer, I can't tell if there has been any performance improvement resulting from the change.