XPS contains no scripting: Less Is More
You can
over engineer a format until it becomes a
threat.
I think Microsoft took a sensible approach by not including any general executing/scripting features in XPS whatsoever. Of course, they had(have?) their share of trouble with supporting general scripting in their Office document formats.
Document formats shouldn't contain general purpose scripting or other general code executing features. People receiving electronic documents do not expect documents to behave like applications, so they won't treat them with the same prudence as applications.