Can you please check if the generated urls for the sitemap under Administration -> Settings -> Basic Settings -> Sitemap reflect the domain of your website?
In addition to this, please refer to the following article
for more details about the sitemap configurations in your current Sitefinity version (version 7.3).
Do you want to have your say in the Sitefinity development roadmap? Do you want to know when a feature you requested is added or when a bug fixed? Explore the Telerik Sitefinity CMS Ideas&Feedback Portal
and vote to affect the priority of the items