sitemap is a standard Joomla component and lives within your Joomla installation, so normally the same kind of links used for your site will be reflected also for sitemap. If Joomla works with https links, also the links used for sitemap generation will be in the same form in the SEO control panel:
And all the links contained in the generated sitemap will be in the form of https. And this is right and need to be in this way.
The most easy way to have normal http:// is generate sitemap using http:// url:
Of course your domain need to work both in https and http version.