Quoting from the 3e FR Campaign Setting (page 281):
The Xanathar's Guild is a group of thieves and cutthroats operating out of the bowels of Waterdeep. From its main offices in Skullport, the Xanathar's Guild has access to several portals, with prominent ones leading to an alley in Waterdeep, a rock outcropping near Calimport, and a small Guild-owned warehouse in Westgate.
And from the novel Dawn of Night:
... the Xanathar had reached an agreement with the First Lord of Hillsfar regarding the use of the portal: demihumans, and other undesirables in Hillsfar, were escorted by Xanathar agents from the First Lord's dungeons to Skullport's slave pens ...
So it would be reasonable to assume that, yes, they have interests in other cities. However, to the best of my knowledge, unlike the Red Wizards or the Black Network, Xanathar's Guild has never been described as a pan-Faerûn organization in Realms lore. Thieves' guilds, slaver rings, and other crime organisations each have their own domains and do not want interlopers; imagine the Corleones getting a foothold in Las Vegas, for example. Just the fact that there are valuable opportunities outside Waterdeep, does not mean that an organization can go and grab them.