What's the use of creating that xsd in this environment if I can't create a table from it?
I'm not particularly good at XSDs, but as I understand it there are more uses than creating tables from it. For instance, it can be used to validate an XML document. Or describe it.
I like to point out that in a relational database a table is supposed to model a certain entity with a known set of attributes. From this perspective, having tables with dynamic definitions like you seem to have is dubious in the first place.
The fact that they created a way to produce an XSD from a result set, does by no means call for that you should be able to create a table from the XSD. If you think that this is an important feature, you suggest this on SQL Server's Uservoice site. But for now it's hard work to create these tables.