Internet Explorer doesn't read application/xhtml+xml
Internet Explorer is generally able to render XHTML like HTML. But if the MIME is application/xhtml+xml, it simply won't open the page itself. (On my PC, it leaves the job to FireFox - a wise choice.) See e.g. MathML Torture Test. (IE probably couldn't render the MathML anyway, but that's not the issue here.) For pages with MIME application/*, asking how to open it is good policy. But when the type is application/xhtml+xml, IE should know it is able to open it. And for any application/*+xml, an XML capable browser should have the possibility to render the page in the browser itself.
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