Can somebody explain why the AI XG is always much lower then yours but win games more time then they lose.

If that's happening to you consistently, you should look for the pattern so you can fix the issue.

It could be that they get an okay chance in the beginning of the match and then defend all game (so they don't get a high xG score) while you're trying to get shots off against a packed defence.

Another scenario would be a match where they create few chances, but at the end (when they throw players forward to get a draw/win and perhaps you're not ready for it) they create a couple of good chances.

Could also be that your players switch off too often, due to complacency and/or Concentration. Or making mistakes due to being nervous.

Tactically there could also be issues. If you have 2.4 xG and your opponent 1.2 xG, it doesn't mean you should have had double the goals they had. It doesn't mean you played well and they didn't. This needs to be put into context.

It's worth looking into xG / shot. I'll give you an extreme example just to illustrate my point. If you took 40 shots with a xG of 2.4 and the opponent has 10 shots and a xG of 1.2, then you having a higher xG means very little. You created chances with an average of 6%, which is very low and you're not likely to score at all. They, on the other hand, created chances of 12%, which is not only double yours, but a decent percentage on average. They're far more likely to score than you are, in this example.