Hey Nikel, Mendix does indeed check and rebuild your XML to make sure that the XML is correct. I have sometimes the same experience that it is pretty enjoying. The CDATA tag is only added when the content of the XML element has special characters. So you place already the CDATA tag and Mendix is interpreting that it is part of your content.
Finally the behavior of Mendix isn't different in custom XML instead of XML mapping. As far as I know you don't have any possibilities to force Mendix to use CDATA tags.