I'd never noticed it before now but I see the same thing on a simple fence linetype I have too.  But the "X" is off centered on all lines whether they're horizontal, vertical, or angled.  It only amounts to 0.002 units however, not enough to ever see on a plot or worry about.

If yours is more, post a small drawing file here with some lines and the linetype in it so we can look further.

Dave.