A sitemap and an internal link answer different questions. A sitemap tells a crawler which pages a site wants discovered. An internal link gives people and crawlers a path to reach a page from the rest of the site.
Google recommends that every page you care about has a link from at least one other page on your site. A page can still appear in a sitemap while receiving no such link. That is the gap IndieOrphans checks.
Enter a site. IndieOrphans reads its sitemap, fetches up to 200 pages, and collects the ordinary HTML links between them. It lists the sitemap pages that no other checked page links to. The result links back to the exact sitemap it used.
The answer has limits. Links added only by JavaScript are not visible. Pages missing from the sitemap are outside the check. A failed page can hide a link, so the result says when its graph is partial. There is no account, card, premium plan, or public record of what anyone checked.