Play 4K Blu-Ray Movies
The Xbox One X has a built-in 4K Blu-Ray player. That's something the PS4 Pro does not have and it's an awesome value since a standalone 4K Blu-Ray player will set you back $250 in most cases.
If you buy a 4K Blu-Ray you can put it right into your Xbox One, it will download the free Blu-Ray player and then you can watch your movies in stunning detail and with HDR if you are connected to a 4K HDR display.
This is especially important considering how frustrating the 4K rental options are in the Microsoft Store. If you prefer to stream, there is something for you as well.