Yes, they measurably distort in the below about 100 hz. Check out the measurements here:
https://www.innerfidelity.com/images/PhilipsFidelioX2.pdf
However, this is a pretty common issue and does not necessarily mean that the headphone is no good. In fact, the highly revered HD 650 has very similar measured distortion in the low-end:
https://www.innerfidelity.com/images/SennheiserHD650.pdf
Generally, distortion in the low-end is much less noticeable than it would be in other areas of the audible spectrum. How much it bothers you will depend on your own ears. Personally, I notice the muddiness and looseness of the low-end, but I don't usually mind it. And, I probably only notice it because most of my listening is done on planars or with balanced armatures, both of which tend to have lower distortion at the bottom.
I don't know about your budget or your rig, but it would likely be a better move to get a headphone with much lower distortion in the bass and then EQ the quantity to where you want it. X2's are tuned bassy for a lot of music, but I don't think they will scratch the itch for a basshead listening to hard-hitting stuff. Listening loudly and EQ'ing the bass up will only increase the distortion.