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.net - Why "Data at the root level is invalid. Line 1, position 1." for XML Document?

I am using a third-party DLL which transmits an XML document over the internet.

Why would the DLL be throwing the following exception?

Data at the root level is invalid. Line 1, position 1. (see below for full exception text.)

Here are the first few lines of the XML Document:

<?xml version="1.0" encoding="utf-8"?> <REQUEST>   <HEADER>
    <REQUESTID>8a5f6d56-d56d-4b7b-b7bf-afcf89cd970d</REQUESTID>
    <MESSAGETYPE>101</MESSAGETYPE>
    <MESSAGEVERSION>3.0.2</MESSAGEVERSION>

Exception:

System.ApplicationException was caught
      Message=Unexpected exception.
      Source=FooSDK
      StackTrace:
           at FooSDK.RequestProcessor.Send(String SocketServerAddress, Int32 port)
           at Foo.ExecuteRequest(Int32 messageID, IPayload payload, Provider prov)
           at Foo.SendOrder(Int32 OrderNo)
      InnerException: System.Xml.XmlException
           LineNumber=1
           LinePosition=1
           Message=Data at the root level is invalid. Line 1, position 1.
           Source=System.Xml
           SourceUri=""
           StackTrace:
                at System.Xml.XmlTextReaderImpl.Throw(Exception e)
                at System.Xml.XmlTextReaderImpl.Throw(String res, String arg)
                at System.Xml.XmlTextReaderImpl.ParseRootLevelWhitespace()
                at System.Xml.XmlTextReaderImpl.ParseDocumentContent()
                at System.Xml.XmlTextReaderImpl.Read()
                at System.Xml.XmlLoader.Load(XmlDocument doc, XmlReader reader, Boolean preserveWhitespace)
                at System.Xml.XmlDocument.Load(XmlReader reader)
                at System.Xml.XmlDocument.LoadXml(String xml)
                at XYZ.RequestProcessor.GetObjectFromXML(String xmlResult)
                at XYZ.RequestProcessor.Send(String SocketServerAddress, Int32 port)
           InnerException:
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I eventually figured out there was a byte mark exception and removed it using this code:

 string _byteOrderMarkUtf8 = Encoding.UTF8.GetString(Encoding.UTF8.GetPreamble());
    if (xml.StartsWith(_byteOrderMarkUtf8))
    {
        var lastIndexOfUtf8 = _byteOrderMarkUtf8.Length-1;
        xml = xml.Remove(0, lastIndexOfUtf8);
    }

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