We can also show that $$X= -\frac{1}{2} \sqrt{\frac{\Delta}{\pi T}} \ \zeta \left(\frac{3}{2}, \frac{\Delta }{2 \pi T} + \frac{1}{2} \right), $$ where $\zeta(s,a)$ is the Hurwitz zeta function, defined for $\Re(s) >1$ by the series $$\zeta(s,a)= \sum_{n=0}^{\infty} \frac{1}{(n+a)^{s}}. $$
(EDIT: As Po1ynomial pointed out in the comments, our results our related by Hurwitz's formula.)
We'll need the integral formula $$\int_{0}^{\infty} \frac{e^{-x}\cos(ux)}{\sqrt{x}} \, \mathrm dx = \sqrt{\frac{\pi}{2}} \sqrt{\frac{1+\sqrt{1+u ^{2}}}{1+ u^{2}}}, \quad u \in \mathbb{R}, $$
and the integral formula $$\int_{-\infty}^{\infty} \frac{\cos(bx)}{\cosh^{2}(x)} \, \mathrm dx = \pi b \operatorname{csch} \left(\frac{\pi b}{2} \right), \quad b \in \mathbb{R},$$ the latter of which can be derived using a rectangular contour of fixed height or otherwise.
Then we have
$$ \begin{align} X &= -\int_{-\infty}^{\infty} \frac{1}{T} \frac{1}{2 \left(\cosh \left(\omega/T \right)+1 \right)} \, \sqrt{\frac{1+\sqrt{1+\left(\omega/\Delta \right)^{2}}}{1+ \left(\omega/\Delta \right)^{2}}} \, \mathrm d \omega \\ &= -\frac{\Delta}{2T} \int_{-\infty}^{\infty} \frac{1}{\cosh \left(\frac{\Delta u}{T}\right)+1 } \, \sqrt{\frac{1+\sqrt{1+u ^{2}}}{1+ u^{2}}} \, \mathrm du \\ &= -\frac{\Delta}{4T} \sqrt{\frac{2}{\pi }}\int_{-\infty}^{\infty} \frac{1}{\cosh^{2} \left(\frac{\Delta u}{2T}\right)} \int_{0}^{\infty} \frac{e^{-x} \cos(ux)}{\sqrt{x}} \, \mathrm dx \, \mathrm du \\ &= -\frac{\Delta}{4T} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \frac{e^{-x}}{\sqrt{x}} \int_{-\infty}^{\infty} \frac{\cos(xu)}{\cosh^{2} \left(\frac{\Delta u}{2T}\right)} \, \mathrm du \, \mathrm dx \\ &= -\frac{\Delta}{4T} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \frac{e^{-x}}{\sqrt{x}} \int_{-\infty}^{\infty} \frac{\cos(xu)}{\cosh^{2} (\alpha u )} \, \mathrm du \, \mathrm dx \\ &= -\frac{\Delta}{4T} \frac{1}{\alpha} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \frac{e^{-x}}{\sqrt{x}} \int_{-\infty}^{\infty} \frac{\cos\left( \frac{xv}{\alpha}\right)}{\cosh^{2} (v )} \, \mathrm dv \, \mathrm dx \\ &= -\frac{\Delta}{4T} \frac{1}{\alpha} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \frac{e^{-x}}{\sqrt{x}} \frac{\pi x}{\alpha} \, \operatorname{csch} \left(\frac{\pi x}{2 \alpha} \right) \, \mathrm dx \\ &= -\frac{\Delta}{2T} \frac{\pi}{\alpha^{2}} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \sqrt{x} \, e^{-x} \, \frac{e^{- \pi x/(2 \alpha)}}{1-e^{-\pi x/\alpha}} \, \mathrm dx \\ &= -\frac{\Delta}{2T} \frac{\pi}{\alpha^{2}} \sqrt{\frac{2}{\pi }}\int_{0}^{\infty} \sqrt{x} \, e^{-x} \, e^{- \pi x/(2 \alpha)} \sum_{n=0}^{\infty} e^{- \pi n x/\alpha}\, \mathrm dx \\ &= -\frac{\Delta}{2T} \frac{\pi}{\alpha^{2}} \sqrt{\frac{2}{\pi }}\sum_{n=0}^{\infty}\int_{0}^{\infty} \sqrt{x} \, e^{-x\left(1+ \pi/(2 \alpha)+\pi n /\alpha \right)}\, \mathrm dx \\ &\overset{(1)}{=} -\frac{\Delta}{2T} \frac{\pi}{\alpha^{2}} \sqrt{\frac{2}{\pi }}\sum_{n=0}^{\infty} \frac{\sqrt{\pi}}{2} \frac{1}{\left(1+ \frac{\pi}{2 \alpha} + \frac{\pi n}{\alpha} \right)^{3/2}} \\ &= -\frac{\Delta}{4T} \frac{\pi^{3/2} }{\alpha^{2}} \sqrt{\frac{2}{\pi }}\sum_{n=0}^{\infty}\frac{\left(\frac{\alpha}{\pi} \right)^{3/2}}{\left(n+ \frac{\alpha}{\pi} + \frac{1}{2} \right)^{3/2}} \\ &= -\frac{\Delta}{4T} \frac{1}{\sqrt{\alpha}} \sqrt{\frac{2}{\pi }} \, \zeta \left(\frac{3}{2}, \frac{\alpha}{\pi} + \frac{1}{2} \right) \\ &= -\frac{\Delta}{4T} \sqrt{\frac{2T}{\Delta}} \sqrt{\frac{2}{\pi }} \, \zeta \left(\frac{3}{2}, \frac{\Delta }{2 \pi T} + \frac{1}{2} \right) \\ &= -\frac{1}{2} \sqrt{\frac{\Delta}{\pi T}} \, \zeta \left(\frac{3}{2}, \frac{\Delta }{2 \pi T} + \frac{1}{2} \right). \end{align}$$
$(1)$ $\int_{0}^{\infty} \sqrt{x} e^{-ax} \, \mathrm dx = \frac{\sqrt{\pi}}{2} a^{-3/2}, \quad a >0 $