I am also on the same insider build 19041.1, experiencing the same behavior for a couple of insider flights now. I am not sure whether the non-insider version (surface pro x out of the box) had the same issue. maybe someone else with a surface pro x that is not on the insider track could confirm?
I have filed a problem report on feedback hub as well.
I was on insider builds but kept getting green screens so restored SPX to "out of box". I get similar to Geoffrey - screen dims by itself after a few minutes (Change Brightness automatically is NOT ticked). If I click on the slider exactly where it was, screen reverts to the brightness setting I had previously.