(The only thing on the top of my head that absolutely requires Xlib is some niche Vulkan stuff; e.g. VK_EXT_acquire_xlib_display unfortunately has no XCB analogue.)
Xlib certainly is quirky, in particular around error handling, though.
Of course, you should just skip GLX nowadays and use EGL instead, which I'm pretty sure does work with XCB.
> Calls that don't require a response from the X server are queued in a buffer to be sent as a batch of requests to the server. Those that require a response flush all the buffered requests and then block until the response is received. [1]
X11, the protocol is a distributed systems protocol, built on asynchronous message passing, that outputs to the screen as a side effect. Xlib hides the nature of the underlying protocol, and makes it very hard to pipeline things that should be pipelined for maximum performance. Xcb separates out sending a request and waiting for a response, so if you absolutely need the response before you continue, you can do that, but you can also request many things and then wait when you need them.