I think this customer is asking for a feature like Sketch, where all the master components live in their own space. If you create one, it would be automatically added as an "artboard" for that component in that "page" area. If you copy a component from another file, it does NOT create a master sticky component, it only places the instance on the current artboard. You then manually have to right-click "edit master" and then it displays it at some random location on the current pasetboard area. When you paste a component, or create a component, it should create a visual of that component somewhere as a "master" editing space, and then turn the currently selected group on the artboard into an "instance" of that component. i spend a lot of time creating components, then duplicating it in place to create and instance, then moving the instance backwards in the layers until the master is on top and then I move the master to my "area" where I organise my masters. It's very tedious. In sketch, it automatically creates these masters and organises them.

It sounds like you are either asking for:

A) Separate "pages," one for components and one for your main screens: https://adobexd.uservoice.com/forums/353007/suggestions/13958565-multiple-pages-separate-sets-of-artboards

B) Or just a "sticker sheet" view to organize all your master components in one nice view. You can already create this manually in XD, or expand the Assets panel to see an automatically-generated list of all components.

I believe XD already have them:

1 - Project Artboards: in the Layers pane, when nothing is selected, it lists all artboards.
2 - Project Components: in the Assets pane, there is a Components group with all the masters.

Is it what you are looking for?