Understand. The *.lyr files are typically stored in a windows file folder and are designed for a couple purposes. The primary reason is to make the layer properties shareable amongst users locally or remote and secondly to give some organization to standalone feature classes in the geodatabase. As you explore geodatabases, you see something called a Feature Dataset. These are designed for geodatabase topology, networks, terrains, geometric networks but NOT for data organization. So to address this, *.lyr files could serve as an organizational stand-in.
For example, I could have a layer file structure such as:
c:\gis_data\lyr_files
[INDENT]cadastral[/INDENT]
[INDENT]environmental[/INDENT]
[INDENT]transportation[/INDENT]
etc...
Hope this helps!
Robert