CSV files store tabular data in plain text. Each line represents one data record. CSVs lack full specification so precise details vary. One can export XLSX data to CSV then import into other services.
CSX files use C# scripting. They have .csx extension to differentiate from .cs files. CSX files work with tools like .NET Interactive, .NET CLI and C# supporting IDEs. The rcsi.exe program executes CSX files.
I had not heard of .csx files. They extend C# scripts. CSX files need Microsoft Roslyn to run. Visual Studio manages them.
CSVs separate values by commas. They are plain text. CSVs move data between programs. Many use CSVs despite limitations. One converts CSV to open in other software.