MXL is the compressed (zipped) variant of MusicXML, a zip containing the inner XML score plus a META-INF/container.xml manifest pointing at it. Most digital sheet music ships as MXL because it's typically 70-80% smaller than the uncompressed MusicXML. Every notation app that reads MusicXML reads MXL.
How to open
Same as MusicXML, Finale, Sibelius, Dorico, MuseScore, Notion all read MXL natively.