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Alteryx cannot read the extract you have attached because it doesn't have the completed tags. Can you send the full file? Have you tried reading it in as a non delimited CSV and parsing it yourself using XML parse?
You would still download it as an XML but in the input tool you can change what format you want to read it in as. If you select CSV here you can then change the delimiter to \0 (non delimited). Once Alteryx has read it in this format you can use the Alteryx parsing tools to extract the relevant data. I have used a tool called Parse XML which i downloaded form Alteryx.gallery.com but there is one out of the box called XML Parse.