Current version does not allow boot from XFS. It is a 10 minute job to upgrade during the installation but it’s a bit tedious and you need to be connected online.
If anyone is interested, this is the procedure use when installing in QEMU (other systems are comparable).
You do not need xfsprogs to run the system.
Boot QEMU from CD and a hdd to receive the installation.
apt -y install xfsprogs extlinux syslinux-common
echo -e "n\n\n\n\n\nw\n" | fdisk /dev/sda
mkfs.xfs -L Slax /dev/sda1
cp -r /run/initramfs/memory/data/slax /media/sda1
# The disk should automount at this point.
cd /media/sda1/slax/boot
cp /usr/bin/extlinux extlinux.x64
cp /usr/lib/EXTLINUX/mbr.bin .
for Each in *.c32; do cp /usr/lib/syslinux/modules/bios/$Each .; done