hm.. well i cant argue too well on x and megaman but it seems that from the interview that keiji (creator of megaman) was pretty clear that there is a distinct difference and they will be avoiding the x and megaman relationship
btw where is the source of that? are you sure its not just a fanfic?
in mmx1.. final sigma has a mode where you see him holding a large gun popping out of the upper right.. when he says "the end" he shoots a laser ray that hits against the floor and causes kind of an explosion on the ground.. if x is on the floor he dies instantly