xz is part of stdenv (along with a few other tools). It’s needed to unpack .tar.xz tarballs. Virtually everything depends on stdenv. nix why-depends might help you figure they details:
$ nix why-depends --derivation nixpkgs#mc nixpkgs#xz
/nix/store/s724zymxglwzll28qkigb43aja6g8zm4-mc-4.8.31.drv
└───/nix/store/17gdfyx2nzzcbhh8c2fm6zm8973nnrsd-stdenv-linux.drv
└───/nix/store/3mn2armpm7zvykml4aqy9rxvafczcpxx-xz-5.6.1.drv