Hi Lukas,
Unfortunately Advanced Settings is the only page that it is not supported to be added to sitemap of custom app.
In the default Marketing app, when the Advanced Settings page is opened, there is a hard coded config file running at background to render menu, and the config file is only associated with the default app.
While in custom apps or even with a custom app implemented from default solution(clone an app), this important file won't be generated automatically.
The workaround is to copy absolute URL of Advanced Settings page of the default Marketing app and paste it to the custom subarea, then Advanced Settings page will be opened in a new tab.(But it is in default app.)
Sorry for inconvenience, if you have any proposal, welcome to submit it on Ideas forum.
Regards,
Clofly