Just adding "support" for musicxml doesn't pose any issues whatsoever.
If you need to copy the DTSs into your program then they would have to
be free. But I read the licence text you linked to and it seems like
a fairly straightforward permissive licence. It looks
[A]GPL-compatible to me, even.
So unless your "application in main" has a very odd licence, that too
Don't forget to copy the licence text etc. into your program, if you
copy the DTDs, of course.