Okey, just got MacOS virtual machine and installed sublime + indent XML via "package control".
It seems it works fine. Just to clarify - recently one good man added keyboard shortcut for Mac so try first update package (if it wasn't happened automatically). Second, key combination is super+k (hold super!) super+f. So first press super then k then f. This should work. Or open console and type view.run_command("indentxml")