It must be brought out of the ceiling separately, perhaps a matching plate with a hole in it with a bushing. I suppose if you wanted to get fancy use a plate with an XLR with a patch cord or jumper from the plate XLR to the fixture XLR.
However, it should be noted that if you are running inside a rated wall assembly or penetrating through a rated wall or ceiling then any penetrations have to be properly addressed such that the rating of the wall or ceiling is maintained. That might typically require a conduit stub of sufficient length or appropriate fire sealant.