A couple of weeks ago, a bunch of Reddit users spotted that they're unable to update the firmware on their Surface Dock with a Surface Pro X. When they tried, they got a message that said, "This installation package is not supported by this processor type. Contact your product vendor."
Microsoft has now acknowledged the issue, and as it turns out, this wasn't unknown, despite the fact that the Microsoft Store explicitly lists the Surface Pro X as a supported device. The good news is that the ARM64 tablet will actually be supported in "the coming weeks".
To be clear, the Surface Dock does indeed work with the Surface Pro X; you just can't update the firmware. What you can do is update the firmware on a different Intel-based Surface PC, and then continue to use it with the Pro X. Or, you can just wait a few weeks until Microsoft provides support for its newest first-party PC.
It's not clear why it's taken so long for Microsoft to provide this support, being that the Surface Pro X was released in November, and was obviously in development for a long time before that. In fact, the custom Microsoft SQ1 chipset was touted as being optimized for Surface, although the company still hasn't been able to say what Surface-specific optimizations are included over the Qualcomm Snapdragon 8cx.