XML can’t do anything more than HTML. What’s your point? There is literally no logic in HTML or XML.

Please just take the advice by u/Cool-Click1253 and me, seems like we are both web developers, maybe both with some decades of experience (but we can still be wrong). You cant gather sensitive informations (or any other) via XML or HTML (based upon XML btw…). HTML is only a HyperTextMarkupLanguage, no programming language. its only to describe the structure of the page which should get (mostly visible) rendered.

But still, you are right, that you shouldnt click the link in the first place, if it looks suspicious.