The answer is not complete. There were 2 ways to pull sources:

bad - https://github.com/tukaani-project/xz/releases/download/...

or:

good - https://github.com/tukaani-project/xz/archive/refs/tags/...

Specifically in Gentoo, there is a note in https://github.com/gentoo/gentoo/blob/master/app-arch/xz-uti...

  # Remember: we cannot leverage autotools in this ebuild in order
  #           to avoid circular deps with autotools

Namely, to unpack autoconf-2.72e.tar.xz from gnu.org you need xz-tools. And this is just the shortest circle. It is not very common, but xz-utils was one of few rare cases where regeneration of autohell files was considered as unnecessary complication (it backfired).