First, please note that the sitemap does not contribute to ranking, nor does the sitemap influence whether a page gets crawled or not. It’s a tool that’s slowly becoming deprecated.
No categories, tags, or other terms are placed in the sitemap of The SEO Framework, including those of WooCommerce and other plugins. The inclusion was planned, but there are various essential reasons it never got implemented.
It’s difficult to determine when the terms were last updated: they change whenever you publish or update a new child post, and it then depends on your theme how and if they’re shown. To resolve that, the plugin must perform multiple database queries for each of the terms we’d like to include, and even then, we could send out the wrong information.
In short, if we’d want to do this right, it’ll lead to slow performance and a lot of maintenance for something that’s ultimately ignored by search engines.
Search engines put a lot of emphasis on the sitemap because it helps speed up the first crawl of your website. With that, they can obtain enough information to get you started with their tools quickly.
But, once your site’s indexed, the sitemap is only used to check for “updated times” and new entries; however, those are largely ignored nowadays. Your site’s navigation and internal linking are far more critical for the discovery of new pages.
The gist is: “Set up your site for the human, not the robot.”
As a response to many user’s requests, there’s now an example filter available that implements this feature.