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I might be wrong, but I think its because you can't read XML from a URL. Maybe your mistaking XML for XHTML, which is eXtensibile HyperText Markup Language and its what 90% of web pages are built on these days unless you get into PHP or JavaScript and what not.
XML I believe is used primarily for web data storage on a user's PC and for small and simple database-like needs, it can be read by a web page, but is not an actual part of the build source code. Then again, I could be wrong but in all my web designing in college we never once used XML for the actual code construction of web pages.
-Scrap