What you're showing me already works since v19.0, when the specialized XSPEC editor was introduced.
There seems to be an issue with the internal file association for .xspec. Oxygen did not have a specialized editor prior to v19.0, so .xspec was associated with the XML Editor. After upgrading from v18.1 (or older) to v19.0, if you already have made changes in the list of associations, the old associations remain, so you're still stuck editing XSPEC in XML mode.
Go to Options > Preferences, File Types and check your xspec file association. If it's XML Editor, edit it and set it to "XSPEC Editor" (or press Restore Defaults in the option pane, if you don't care about the rest of the associations).
<oXygen/> XML Editor, Schema Editor and XSLT Editor/Debugger