What the checker looks at
- XML validity: whether search engines can read the file.
- URL hygiene: the URLs listed, including any that point to a different host.
- Index files: up to 3 child sitemaps from a sitemap index.
- A sample of 5 listed pages: whether they load as expected.
- Declaration: whether your robots.txt points to the sitemap.
A site with no sitemap is a valid result: the report says so.
What a good sitemap contains
Only canonical, indexable URLs that load correctly. Remove redirected, deleted and noindexed addresses, keep each file within 50,000 URLs and 50 MB uncompressed, and set lastmod from real content changes. Google does not use the priority and changefreq values.
What it cannot tell you
The check tests a sample of 5 pages, not every URL listed, and it only fetches files on your own site: child sitemaps on another domain or subdomain are listed but not opened.
What to do next
Remove the URLs that should not be there, then resubmit the sitemap in Google Search Console and Bing Webmaster Tools. If listed pages still are not indexed, run the technical SEO checker.
Questions
Do I need a sitemap?
Small, well-linked sites can be found without one, but a clean sitemap helps search engines find new and updated pages sooner.
Does a sitemap get pages indexed?
No. It helps discovery; indexing still depends on the pages themselves.