I'm still not entirely sure about your answer. Is PI writing directly to the filesystem? Even if you are putting the files into the same physical directory used for MII web project content, you are correct because the DB doesn't have the files and any restarts or publishing always come from the DB, and get pushed to disk.
If you store the physical files in a folder and leverage the NetWeaver Virtual Host, you can create an alias to this location that should then work in an http path for the XML loader. (search Virtual in the NetWeaver Admin menu and you can figure it out from there).
Otherwise you'll need to work out the mechanics to post the files to MII so that the xml can be stored in the project path in the database and published in a manner similar to using the web:// prefix in a transaction (where it stores to DB and publishes to the file system path).