The thing X11 really is missing (at least most importantly) is DPI virtualization. UI scaling isn't a feature most display servers implement because most display servers don't implement the actual UI bits. The lack of DPI virtualization is a problem though, because it leaves windows on their own to figure out how to logically scale input and output coordinates. Worse, they have to do it per monitor, and can't do anything about the fact that part of the window will look wrong if it overlaps two displays with different scaling. If anything doesn't do this or does it slightly differently, it will look wrong, and the user has little recourse beyond searching for environment variables or X properties that might make it work.
Explaining all of that is harder than saying that X11 has poor display scaling support. Saying it "doesn't support UI/display scaling" is kind of a misnomer though; that's not exactly the problem.