A XML sitemap protocol is specifically intended for search engine spiders. At its root, XML is a file that includes all the behind the scenes activity on a web site.
This can include when the URL was last updated, how important it is, the average frequency changes occur, the URLs relation to the rest of the site, etc.
HTML is just a general overview of the site, just the pages and info a user needs to be concerned with. If you’re on a web site and you’re looking for the shopping cart or the ‘Contact Us’ page and can’t find it, you’d go to the sitemap and easily find it there.