Google does index XML sitemaps (like any XML file). If Google is aware of a URL and it returns a valid response then it's going to pass Google's inclusion rules and could get indexed. Personally, I only submit the sitemap through GWT and include a
Sitemap: reference in robots.txt and this is certainly enough to get it indexed.
The recommended method to prevent these files from being indexed by Google is to include an
X-Robots-Tag HTTP response header when serving the XML sitemap. For example:
Just like including a robots META tag in HTML files, the
X-Robots-Tag header can be used for any type of file.
Reference: This document (from Nov 2008!) appears to quote our very own John Mueller (Google) with regards to the use of the
X-Robots-Tag response when dealing with XML sitemaps.
Yes, Google Will Index & Rank Your XML Sitemap File
Update 09-2015: For more information see Google's developer guide:
Robots meta tag and X-Robots-Tag HTTP header specifications