While troubleshooting:
– Apparently my wordpress with the default theme, with all plugins off, does not make sitemap.xml by itself.
– My sitemap.xml is create by a SEO plugin: “The SEO Framework”
– This plugin does not create a physical sitemap.xml file in the wp install root folder, it creates the sitemap on the fly (somehow, injecting it, I don’t know how does this work)
– If the 404 redirect plugin is off, the sitemap.xml can be accessed, as the plugin creates its content.
– If the 404 plugin is on, it redirects to my homepage.