What can cause incompatible sticky ends to be ligated?
The answer from @Armatus got me looking at star activities again. EcoRI is prone to exhibit star activity in non-optimal buffers. In the case of this enzyme this tends to be a relaxation of site specificity, so HAATTC and GAATTD would be possible cut sites. The cleavage at such sites produces the standard sticky end.

So, what if there is a star site near to the XmaI site such that a digest at the true EcoRI site and also at the star site removes the XmaI site and so allows recircularisation. If the configuration was, for example:

....GAATTC.................[XmnI].GAATTD...GGATCC....

the ligated product would have neither EcoRI nor XmnI sites.