After sleeping on it, I realize I was thinking of X as an interval, not a set.
Hang on, if x0>x1>x2>... doesn't terminate it doesn't have a least element. But we know X is a subset of a well ordered set (A,≤), so is well ordered by ≤. So ... x2 ≤ x1 ≤ x0 WILL have a least element. Is that right?