Hmm, instead of selected, I think you mean to say Filtered, am I right?
Anyway, the numbers shown (9247+2581=11828 in your case) can be bit confusing to be honest. They show the raw respectively the non-raw files on the contact sheet (directory). The number of non-raw files includes the xmp files though. So if your contact sheet only contains raw (+xmp) files then you indeed have 2581 xmp files in that contact sheet. Two possibilities:
1. You have xmp files that do not have a matching raw file – these should show up as proxy icon when View|Unknown files as proxies is enabled.
2. Those xmp files do not match your filter setting.
Does this explain what you are seeing?