You are dealing with a limitation in the triacs in the X10 that switch
the current to the load on and off. There is a minimum sustaining
current that a triac needs to keep itself on after it's been fired by
the trigger circuit. Replacing an incandescent with an LED can put you
below that minimum current and cause the triac in the X10 module to
turn itself off.
The load required by an X10 dimmer varies with the manufacturer but
what I've found during a quick google search is a 40W minimum might be
typical. At 120VAC this means the minimum load current needs to be
around 0.33 Amps.
With LED technology you need to ignore the "wattage" of the bulb since
it's an equivalent rating, not a power consumption rating. A Cree 60W
equivalent bulb uses only 9 to 9.5 Watts in the soft-white and
daylight types and that's less than 0.08 Amps at 120 volts, a very
economical current indeed and about 4 times less current than a 40W
incandescent will draw.
If it's a multi-bulb fixture you can add three more LED bulbs to get
the total current up into the sustaining range of the X10 but it may
be more economical to use an appliance module instead. It uses a relay
and you lose the dimming capability and the "all lights on" capability
but if remote on-off is your desire then it's definitely preferable to
loading up on LED's just to get back into the higher current draw that
LED's are supposed to be avoiding.
P.S. I love my Cree LED bulbs and I've made it my goal to replace all
my incandescents with Cree bulbs as the incandescents burn out.