Now you are entering the dark realm of comments and processing instructions before and after the root... be afraid, very afraid!
The answer: you have to replace the paste by
$twig->_add_cpi_outside_of_root( leading_cpi => $xsl);. Which I agree is slightly weird, not to mention totally undocumented.
This might actually be worth a method of its own. What about add_stylesheet( $stylesheet_url
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