If the value has default value, it does not show up in XML. This is done to reduce file size. It is just common sense, otherwise output XML would be 10x bigger for most users.
Artwork image filenames have format XXXXXXXX.jpg where XXXXXXXX is value of ID attribute in Volume element. It is a link to image... just without directory and extension.Besides that "everything except" is already a knock out criterion itself in my opinion. After all, we're talking about creating _full_ database exports! It would be great, if you could at least modify the csv export to really contain everything (including links/paths to the artwork) in the near future!
Custom field titles are indeed not exported to XML as well as any user settings, but I never thought it could be a problem. There's less than 30 fields total.
Sorry, I still think XML is as full export as it can be (but I'll give you half point for custom field titles )