Hello Hoijoo Kim,
When consuming rest services, both JSON and XML data formatting are supported. The mendix documentation says the following: (https://docs.mendix.com/refguide/consumed-rest-services)
Representational state transfer (REST) is an approach to consuming or exposing resources. It has gained popularity because of its simplicity, because no extensive schemas or contracts are needed to transfer data between endpoints. It uses the following:
So in your case you would be able to get the REST service you are consuming working if you set the headers correctly to specify the XML content type. Next to this you have to apply the correct mappings for the data. There are main ways of creating an import mapping, documentation: https://docs.mendix.com/refguide/import-mappings
Hope this helps.