Yes, this is silly not to be able to preview your designs with the correct symbols on the device. Especially since Apple encourages you to use their SF Symbol font in your apps.
All is not lost however. Just use the SF Symbols font as you normally do in Adobe XD. Since the font is all icons, it might make sense to make each icon a component, and just reuse that throughout your design. Then go ahead and edit the symbol in the component and convert to paths.
Here's how in case you don't remember: With the text object you want to convert selected, choose Object Path Convert to Path,
or press Cmd+8 (Mac) or Ctrl+8 (Windows).
Now when you preview on your device, it will look correct.