In this answer the following lemma is proved:
Lemma
Let $X$ be a Hausdorff space and $C \subset X$ have a compact
neighbourhood $K$. Then $C$ is a component of $X$ if and only if
$C$ is a component of $K$
Also:
Let $X$ be a compact Hausdorff space, $Y$ an open subspace and $Z$ a closed
subspace.
Let $C$ be a connected subset of $Y \cap Z$ such that $C$ is a component
of $Y$ and a component of $Z$. Then $C$ is a component of $Y\cup Z$.
which can be simplified to (as per the remark by Hamcke on that answer): if $X$ is a compact normal space and $Y$ is an open subset of $X$, then a compact connected component of $Y$ is also a connected component for $X$.
This applies directly to your question: your $X$ is compact and normal (follows from compact plus Hausdorff) and $Y = X \setminus \{x\}$ is open, and if $C$ were a compact component of $Y$ it would be one for $X$ but this cannot be, as the only connected component for $X$ is $X$ itself.