The 'XML Cache' is a file of the XML generated for a report that was executed from Strategy Web 8.x and is stored along with the other Report Caches. There is no XML cache associated with a report cache when:
One of the main reasons no XML Cache is generated is because when using an OLAP report, the base report is generally expected to be manipulated by the user (report objects, derived metric, view filters, etc). Since these are on-the-fly ad-hoc report manipulations, an XML cache is not created even if the report is in the History List for a user. Generating an XML cache for each manipulation would be expensive and, considering that the same view may not be used again, the cache will be redundant. So in the interests of performance, space, and to avoid redundancy, there is no XML cache created for OLAP reports.
NOTE: To verify if a report is Standard vs. OLAP, execute the report in Strategy Developer and check the report type in the bottom-right corner of the report, as indicated below:

If no OLAP functionality is used in the report, than the report type would be displayed as Standard.