it will bypass web-server layer, also some parts of application server including but not limited to UI Rendering, validation layer to large extent and most of the authorisation layers. Also, database may come under more contention since this is bypassing layers above.
The XML content consists the similar request which is generated by the web server, so it will directly hit the second layer i.e application layer (assuming there is no load balancer )
It by passes all the component above to which you are sending this request, mostly we send this to application server (logic server) or some other downline components depending on the type of operation you are trying to perform ☺