I have both and find myself using the CX more. It's a lot more compact and reads/codes the various ECUs, especially the Body Domain Controller, way faster than my MX+. I'm talking minutes faster.
Other than that, there are not too many differences I've experienced. If you plan on doing your own...
This is pretty much why I switched from iOS to Android back in like 2012. Yeah, it can be argued that the Android OS being so open introduces confusion, security, and stability vulnerabilities if you don't know what you're doing, but it's a worthwhile trade off.
Being able to control...
I tell people to reboot their computer when minor issues arise and condescendingly explain why they cannot bring a random remote-enabled device into a secured government lab without it being vetted.
I need a drink 🥲