What you are doing is basically a factory design pattern where the factory (in your case the My:: package) usually is not part of the hierarchie of the classes it creates.

I mean, it should be natural to get an object of class My instead of My::XML or My::JSON.

I am not sure if I understand your question, but clients of your factory would usually not bother weather they have a XML or a JSON instance but work through the interface that the base-class (My::Base) provides.