The Xbox One X certainly does have a disc drive, it's a little out-of-the-way though. Check on the left side of the front of the console, under the overhang.
I checked and you are right, apparently it does. It's weird that I was never able to find it before, because I did look under the overhang, but was unable to get any discs in there. Oops.
Not to dump on LoganDark, but I find it absolutely fascinating that you owned an Xbox and legitimately only today discovered that it has an optical drive!
EDIT: Definitely shows the shift to online game delivery in a way that I have not seen before.
I grew up with a 360, and knew about the drive on the original Xbox One, but I really could not tell that my Xbox One X had a disc drive. I don't know how I missed it.
Weird, everyone I can find online says that the One X has a disc drive.