Last I checked (which was years ago, admittedly) the GLX libraries still required Xlib. There were XCB functions for GLX, but they didn't work with the client-side libraries, so you had to use Xlib.
Of course, you should just skip GLX nowadays and use EGL instead, which I'm pretty sure does work with XCB.
Of course, you should just skip GLX nowadays and use EGL instead, which I'm pretty sure does work with XCB.