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A lot of websites hide their sitemap.xml file.
What I mean by this is that they make the URL something that a person cannot guess and then do not mention them in the robots.txt file.
So my question is why would a website do this?
And does this affect SEO?
This will not affect your SEO. Any web crawler will be able to find a website's HTML sitemap as long as there is a link pointing to it.
Remember that you can submit your sitemap to most search engines consoles. You do not need to mention it in the robots.txt. Using any search engines console UI you could submit sitemap-name-you-would-like.xml you do not need to specify it in your robots.txt nor a link in your website.
There are many reasons why you would prefer to hide your XML sitemap. For example, you would want to hide the XML Sitemap from your competitors and everyone that automatically or manually wants to learn about the content on your website.
Any web crawler will be able to find a website's sitemap as long there is a link pointing to it. Do you mean that somewhere on my website, for example, in the footer, I would have to provide a link to my xml file? I've noticed a lot of website's have user sitemaps as in HTML pages that act as sitemaps, but I've never seen a link to an xml URL.
Hiding a sitemap lowers the odds of a malicious bot to discover your entire website including the links only advertised in a sitemap but not on the website (for example, a special administration page).
There is really no effect on SEO. Only way I'd be concerned SEO wise is if at least one URL listed in any sitemap file results in a non-200 status code result (meaning if the URL does not return an actual webpage).
