One of the more defining properties of water is the amount of energy it can hold...it takes a significant amount of energy to warm up a degree or two, but moreover, it takes an incredible amount of energy to change states. This gives our atmosphere a buffer against extreme temperature changes...a little too much energy in the system and the water asorbs this by either warming a little or by changing states from ice to liquid and liquid to gas. Reversely, not enough energy/too much cold, and the water shifts from gas to liquid and then into ice.
Xenon is a gas within our normal temperatures and as such, the process of freezing or vaporizing is not an option. Instead, all the energy is directed towards warming this Xenon up. The end result here is extremely warm xenon during the day and extremely cool xenon during the night (effects exaggerated by summer/winter). During the day time, the mixing of the xenon with surrounding gases would be decently pronounced, simply because of how hot the system gets.
Specific heat capacity is the term for how much energy is required for a 1 degree in temperature change for a given mass of a substance.
Specific heat for Xenon 158.32J/(Kg K)
Specific heat for Water ~ 4120 j/kg k
So the first thing to note here is what warms up our ocean in the daylight by 5 degrees would warm up this xenon by well over 100 degrees.
Heat of fusion (energy to melt 1 gram of ice) is 334 j/g (note the units...this is J/G when the above values are j/kg). The energy required to melt 1 gram of ice would raise the temperature of 1 gram of xenon by approximately 2113 degrees.
I'm really not sure what this would do to weather patterns, but you'd get into a setup where this ocean is warming and cooling on the surface by several hundred degrees during the day and night cycle alone...makes life all xenophiles or non-existent.
Edit to address comment:
yes, the gasses will separate (to some degree at the surface), however it's not a 100% separation. Sulfur Hexafloride is an extreme greenhouse gas (of all gasses tested, it actually ranks number 1 in that category, about 24'000 more potent than CO2). It does have an elongated life span in the troposphere and stratosphere...so even when concentrated at the ocean level, some of it will still be found in the upper atmosphere. It's all diffusion rates which vary pending temperatures, I think sulphur hexafloride would separate quite well though. It's actually water soluable to some degree, so it'll be in with the water at the surface of the ocean too.
As per above comment...sulfur hexafloride is one strong greenhouse gas...it'd likely act as an insulation layer above the water keeping it warmer during the evening hours.
Above all water is a bit hard to justify...high lying bodies of water might not have the layer of xenon/sulfur hexafloride on it as it's all migrated down to the oceans.
Both sulfur hexafloride and xenon are not electrically conductive...might make for some weird thunder/lightening activities.