but the xrays should emanate in random directions as the pinch compresses, so it is more about the electron exit beam, that strikes the dimple in the anode. carbon nanotubes, or even colossal carbon tubes, would conduct both heat and electricity very well along their axes, if aligned parallel to that beam.
when it comes to x-ray absorption, carbon is also a light element, so isn’t very bad a choice.
its heat-conductive properties and strength might more-than make up for increased x-ray absorption.
the electron exit beam is very much like the focus area of an electron beam welder; there’s some very interesting info about these at http://www.hps.org/publicinformation/ate/q143.html
