Odata is a big spec, in the current release we have only implemented part of the spec, as stated in the reference manual.
The goal for the current Odata release was to enable you to use 3rd party reporting tools, directly accessing data in Mendix applications. For the tools we focussed on Tableau, Excel. PowerBI. These all support OData version 3 using xml. Tableau is actually limited to xml, so that made us choose xml.
In the future we plan to bring more Odata functionality. If you have any use cases where you see improved Odata support would help, please share! We are definitely interesting in knowing other scenarios that we could focus on next.
Statement by Mendix support: "At the moment JSON isn't supported for a Mendix published OData service."