Why are the data types xml and varchar are incompatible in the add operator

I'm trying to display a column name as well as the data from that column, but can't because of the following error:

Msg 402, Level 16, State 1, Line 5 The data types xml and varchar are incompatible in the add operator.

Convert or Cast don't work in this instance.

select  CUSTOMER_ID,
    CURRENCY,
    DELIVERY_METHOD,
    case when (COURIER_TRACKING_XML) is not null then
                dbo.GetXml(COURIER_TRACKING_XML) + 'Courier' end,
    case when BILLING_ADDRESS is not null then dbo.GetXml(BILLING_ADDRESS) + 'Billing' end,
    case when DELIVERY_ADDRESS is not null then dbo.GetXml(DELIVERY_ADDRESS) + 'Delivery' end

    from WEB_ORDERS