Show all custom post type taxonomies in a list with their posts (like Sitemap)

list-cpt-taxonomies.php

<?php
$object = 'treatments'; // CPT TYPE 
$output = 'objects';
$taxonomies = get_object_taxonomies( $object, $output );
$exclude = array( 'post_tag', 'post_format' );

if ( $taxonomies ) {

    foreach ( $taxonomies  as $taxonomy ) {

        if( in_array( $taxonomy->name, $exclude ) ) {
            continue;
        }

        $terms = get_terms( array(
            'taxonomy' => $taxonomy->name,
            'hide_empty' => true,
        ) );

        if ( ! empty( $terms ) && ! is_wp_error( $terms ) ) {

            echo '<h3>' . $taxonomy->label . '</h3>';

            $term_list = '<ul class="term-list">';

            foreach ( $terms as $term ) {
                $term_list .= '<li><a href="' . esc_url( get_term_link( $term ) ) . '" >' . $term->name . '</a></li>';
            }

            $term_list .= '</ul>';

            echo $term_list;
        }

    }

}
?>