XD is a young program that is still rapidly developing. Making a light and dark version adds complexity, cost, and increases development time. XD will get a dark mode eventually as you can see here Dark Interface (overall UI including side panels), the feature is in the backlog (meaning they will get to it at some point in the future, but we don't know when).
Dark mode only came to macOS around 4 years ago (and later to Windows), so in general dark modes are still relatively new. It takes time to do dark mode right, and there are still other important features that Adobe must consider adding to XD (for me I'd like dark mode, but want other features first before dark mode). Adobe has to weight adding a dark mode with adding other features. Be sure to go to the user voice website (with the link above) and vote so Adobe can know your preferences for new features you'd like to see in XD.
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