Note the wording.
That is all convention, not a requirement.
A red X means the lane is closed and should not be driven upon, regardless of any previous or later instruction to merge.
X = Lane closed, do not drive upon it past that point, period (as the muricans say.)
Yes, I hoped my post was clear that I was responding to the post about coned off lanes on non-motorway roads. Obviously you have to have merged before the X