Microsoft Bing + sitemap.xml. Or is it sitemap.xml.gz?

Letting Microsoft Bing know that your website exists is easy, isn't it?
Just go to Microsoft Bing Webmaster Tools, add your domain and site, and submit your sitemap. Now Microsoft Bing knowns that your website exists, that there is content, and where to find it. So this should allow Bing to fetch the correct sitemap right away.

So we submitted cve.threatint.com/sitemap.xml.

The sitemap contains 10k (10,000) entries, not just 9.8k, but I think we have to live with that.

Entries from our site started showing up in Bing, everything seemed fine.

Well, not quiet...

After a few days, requests like this one started coming in:

user-agent is authentic, the IP address is authentic (it does belong to Microsoft), so Bingbot tries to fetch /sitemap.xml.gz ?

Why .gz ? We have no idea, this URL has never existed!?!

Good news it that Bingbot does return once in a while to fetch /sitemap.xmlwhich does exist, entries keep showing up in Bing search, so this seems to be nothing to worry about.

Maybe Bingbot tries to guess other sitemap-URLs we are trying to hide from it? We will never know ...