Why do the Chinese use so many words with the letter “X” pronunciation?

Because of Zhou Youguang and his team.

Chinese, of course, has its own script distinct from the Roman alphabet. And like many languages, it uses sounds which don’t show up in other languages, or appear but are not regarded as distinct in other languages. In order to represent words in one language in a script not usually used for that language, one has to come up with a scheme for transliteration. That is, one must decide how to use characters to represent sounds for which characters may not exist. Sometimes, diacritical marks and punctuation are used. For example, a number of languages in southern Africa use clicking sounds. The Roman alphabet doesn’t conventionally have characters for clicks, so linguists had to come up with ways of representing them. Characters like ! and # are used to represent those sounds, but the reader needs to understand the transliteration scheme for the languages in question to know what sounds those characters are supposed to represent.

Which brings us to Zhou Youguang. Zhou, who died in 2017 at the remarkable age of 111, was (among other things) a linguist who was charged with coming up with a transliteration scheme for Chinese not long after the Communist revolution in China. This scheme, generally called Pinyin, replaced earlier systems for representing Chinese words in Roman script. In Pinyin, the letter X stands for a sound in Chinese which doesn’t exist in English and other western languages. It’s somewhere between an s and a sh sound but isn’t quite either. It’s used frequently in Chinese, so it shows up in a lot of words. It may not be clear to the casual reader how that character is supposed to sound, but since it’s not a sound which is used in English, there’s not a lot which can be done about that.

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