script to spool all tables in a schema to xml format in Oracle 12c
I don't know SQLcl, but in sqlplus a pl/sql block must be terminated by a line

/


I hope the following will work

spool sqltables.sql
set echo off
set feed off;
set serveroutput on
prompt set termout off
prompt set sqlformat xml
begin
for table_list in (select table_name from dba_tables WHERE owner='MYUSER') loop

   dbms_output.put_line('spool ./'||table_list.table_name||'.xml');
   dbms_output.put_line('select /*+ parallel */* from '||table_list.table_name||';');
   dbms_output.put_line('spool off');

end loop;
end;
/
prompt exit
spool off;
@sqltables.sql


so I added SET SERVEROUTPUT ON. This is necessary in sqlplus, otherwise you will not see the dbms_output output.
Also I added the PROMPT statements that write commands to the sqltables.sql file.