Bought a 5700X recently and was surprised to find that it came with no cooler! Luckily I had not shattered my old Ryzen 2200G cooler, so for the time being it is working. But this would have been a bad experience otherwise.
Even now I am not very happy.
Some other retailers seem to list the same model with cooler for almost the same price. X means some changes in CPU itself, something to do with internal memory or whatever. Many people recommended the X version over plain 5700 due to this.