If you measure the positioning of the X you'll see that is it exactly centered. I don't think it was anything intentional. You'll also notice some text below it. I think it has something to do with control room video calibration.
I was thinking the same thing... and the text would have to be some kind of in-house editing instructions.. BUT, and that's a big 'BUT', the only time I've ever seen anything slip like this was on some cheap (relative to the cost of what CNN's equipment is) equipment used in my High School. This kind of stuff won't happen on the equipment that NETWORK TV studios have.