Follow the following steps to remove the HTML comments from the XML source code:

1. Log in to your domain using FTP (Filezilla)
2. Navigate your way to wp-content/plugins/wordpress-seo/inc/sitemaps/class-sitemaps-renderer.php
3. Go to line 134
4. Add 2 slashes // before the line. In this case, before $output.

Now the HTML comment has disappeared from your XML page.