Overall, this isn't a major issue as Google was able to find and index the page without a problem. I do however understand your concern, so I did a bit of digging. I can't promise that this statement is 100% accurate, but it did come from someone with significant knowledge of the Google Search Console.
Essentially what they're saying is not that your URL doesn't exist in the sitemap itself, but instead that when Google found it, Googlebot found that specific URL via another means than the sitemap. For example, Google may have crawled another URL that linked back to your homepage, crawled (and indexed) your homepage via that discovery vs finding and crawling via the sitemap.
Josh
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Josh Curcio HubSpot support and inbound marketing for OEMs, contract manufacturers, and industrial suppliers. HubSpot Platinum Partner & HubSpot Certified Trainer