XML (eXtensible Mark-up Langauge) is just a way of formatting text to store information and make it more easily accessible programatically. This game uses it mostly for keeping configurations and rules and such. Since it is exposed and easily modifiable, people have been able to tweak the XML files in order to change the game. It's one of the ways so many people have been able to create mods.
So the developers may have included throne room XML files to keep track of configurations pertaining to a planned throne room that was never implemented. If the developers never installed the artwork for the throne room or the actual internal game code to utilize it, those XML files are worthless. My guess is they are either planning to implement it in a future expansion, or the feature was canned entirely and the developers just forgot to clean up after themselves entirely.