Enable standby mode when the phone case lid is closed
Nexus 5X does have a Hall sensor responsible for magnetic "smart covers" to work. Either your cover itself doesn't contain such a magnet piece (downcost), or CM for your device hasn't included support for it.

Remember that although CM seems to be the same on every devices, they depend on vastly different, device-specific underlying codes, and are maintained by independent people, so it's very possible for one hardware feature to be present in a device but not in another. For example, my own Note 10.1 2014 (SM-P607T), although already in the queue of official CM13 nightlies, actually has borked Hall sensor support too.