I’m sorry to see there’s a misunderstanding. While it is true that there are backlinks on the sitemap pages, they are all nofollow links. It does us no benefit to have a bunch of links without meaningful anchor text on pages useful for users. Sitemap pages are intended for search engines primarily, not users.
After a decade of doing things the same way, we regret that this post was a question we could clarify rather than a review.