It seems that Mendix need to have an element as first tag in the definition.
If you rewrite the xsd as follows:
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<!-- edited with XMLSpy v2005 rel. 3 U (http://www.altova.com) by Guillermo Dumois (Carnival Cruise Lines MSDP-720n) -->
<!--W3C Schema generated by XMLSpy v2005 rel. 3 U (http://www.altova.com)-->
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" elementFormDefault="qualified" attributeFormDefault="unqualified">
<xs:include schemaLocation="SharedDataTypes.xsd"/>
<xs:element name="BookingHistoryRequestType">
<xs:complexType>
<xs:sequence>
<xs:element name="ActivityType" minOccurs="0">
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:maxLength value="4"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
<xs:element name="HistorySeqNumber" minOccurs="0">
<xs:simpleType>
<xs:restriction base="xs:nonNegativeInteger">
<xs:minInclusive value="0"/>
<xs:maxInclusive value="99999999"/>
</xs:restriction>
</xs:simpleType>
</xs:element>
</xs:sequence>
<xs:attribute name="SegmentId" use="required">
<xs:simpleType>
<xs:restriction base="xs:string">
<xs:length value="6"/>
<xs:enumeration value="HSTBK1"/>
</xs:restriction>
</xs:simpleType>
</xs:attribute>
</xs:complexType>
</xs:element>
</xs:schema>
Where the complex type is defined with the element the xml schema will show the object and the attributes correctly.
See here for some more background: https://www.tutorialspoint.com/xsd/xsd_complex_types.htm