Sitemap_index.xml is not displayed

First of all, you can use Stack Overflow in Russian, there is a WordPress tag.

Concerning your question, it seems everything is OK with your sitemap. Yoast SEO generates index sitemap mentioned in your question and several sitemaps for pages, posts, taxonomies, products in WooCommerce etc.

You can check this sitemap in Google Search Console, accessible via your Google account.

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