That's RISC OS 3, which is several years later. Arthur already had the X in 1987, see for example http://mobile.osnews.com/story.php/18941/mobile-opt-out.php . (Later than the 1985 find in Atari OS of the original article, but still interesting.)
As far as I know, Acorn's RISC OS also pioneered the icon bar and the context menu.
Until the NewLook sprite set, it looks more like a weird flower shape than an X.
Here it is with NewLook: http://www.guidebookgallery.org/pics/gui/desktop/full/riscos...
Clearly now an X.