It seems that all Rhino commands make objects on current layer. The only exception is Mesh command. The Mesh command makes the mesh on the same layer as the NURBS object which is the input of the Mesh command. This is a nuisance because it takes a few seconds to separate the NURBS object from the Mesh object.
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I have encountered another nuisance: when I try to draw something in the Perspective viewport, a white-red, crossed circle replaces the arrow-shaped cursor and makes it impossible to draw anything. The problem disappears after I run 4View command twice.