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This feature was introduced by Google. It is also supported by Yandex. The only difference I've noticed is that Yandex doen't like BOM in the sitemap encoding, while Google is OK with BOM. I'm not sure about Bing or any other search engines.

I continued to think about the matter and thought of this approach for adding the pages with no localization to the multilingual sitemap (just putting it here): <url><loc>https://example.com/page-with-no-localization</loc></url> Or is it better to put a simple link to the page in the sitemap? <url><loc>https://example.com/page-with-no-localization</loc></url>