I had ActiveSky Evolution and REX2 running together with no problems that I could see. I'm pretty sure that ActiveSkyX would be the same. By the time I grabbed REX2 I had already bumped up to ASE.
One advantage of using the combo is that ActiveSky can use the graphics from both REX2 and XG to generate weather and textures sets. You can pick parts and pieces of each program and then install those into FSX. Once you have a combo that you like you can take a "Snapshot" of the textures you loaded using ASX/ASE and then AS can recall that set whenever you want. That Snapshot can also be used as one of the random sets that ActiveSky will load if you let it run on it's own.
This last time that I had REX2 installed I was using only it's textures but letting ASE control the weather generation, flight planning, etc.
I'm not sure if REX2 has the ability to use textures outside of it's own. That's something I did not try.
FAC