There is an advantage to writing your HTML as well formed XML, and that's being able to parse it as XML if you want to. There's no disadvantage to writing your HTML as well formed XML.
The polyglot syntax gets weird in CDATA elements and you have to add a bunch of talismans to the code.
If you don't want to accidentally break it you shouldn't be writing XML by hand or gluing it from strings (https://hsivonen.fi/producing-xml/), so you need to output only using polyglot-compatible XML+HTML serializer.
That's a lot of work for case when maybe somebody will parse your markup as XML? All bots support HTML.
Why wouldn't you do it?