The LoadRunner viewer that runs during playback of your script is not a full web browser. It only displays the particular non-resource file being requested during the script steps. Since the step only requests an XML file at that point in your script that is all that will be displayed there.
That viewer is only a sanity check tool to give you an overview of how things are running. If you want a more detailed look rely on the output log by expanding the log settings or write proper error handling functions into your script or use the tree view after executing your script and for each step you view there switch to the playback view, compare the playback / recorded views.