I have both and have been a Playstation first gamer since the PS1 days. Completely skipped out on the Xbox One last gen. That said, through most of 2022 I've found myself booting up the Series X way more often. Here are some of my personal reasons why I think that is (in no particular order of importance).

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1. I find the Xbox controller more comfortable than the Dualsense in the hands and tend to perform better at FPS games with the Xbox controller. This is obvious with MW2 as I own the game on both SX and PS5 (don't ask lol).
2. I much prefer the Xbox UI to the Playstation's UI. It's just more interesting to interact with. Clubs and stuff like that are occasionally cool to check out, and I feel like the stuff my friends are doing/sharing are more visible to me on Xbox. I share screenshots on both systems, but only on Xbox do I ever get likes or comments.
3. Quick Resume. Single handedly I think the MAIN reason the Series X has become my number 1. I'm currently playing through Cyberpunk 2077, MW2, Vampire Survivors and FIFA. Being able to seamlessly switch between these games and pick up right where I left off within seconds is a massive massive next gen feature for me and possibly my favorite feature of this generation. It's hit or miss with always online games for sure, but you still save a few seconds without having to cold boot the game each time.
4. Game Pass. This one is obvious. I sub to both GP and PS+. While Playstation's service has come a long way in the last year, it's still no match against Game Pass. Like not even close.
5. Discord integration. This one is coming to Playstation at some point or so I've heard, but this has been a bit of a game changer amongst my group of friends. I have friends that play MW2 on PC, so when we crossplay, it's nice to all be in the same VC right from the Xbox using Discord. On Playstation, I used to have to have an Airpod in one ear connected to Discord on my phone, then my Playstation headset over the airpod. It was annoying an uncomfortable. Discord integration is huge.
6. Bethesda exclusivity. This one might not be a big one for people that aren't huge Bethesda fans, but Fallout and Skyrim are some of my favorite games of ALL TIME. When I found out MS bought them, I was shocked. I'm super hyped for Starfield and it's going to be an Xbox exclusive.
7. I don't care much for the direction Sony exclusives have gone. I played all the original God of War games including 2018 and most recently Ragnarok. I gotta be honest, Ragnarok disappointed me massively. It seems Sony first party exclusives stray farther and farther from solid gameplay experiences and have become more about cinematic delivery. That's fine and well, and there's no denying Last of Us was one HELL of a game, but I don't know, my patience for playing games in 15 minute segments before a long cut scene of endless exposition has grown thin. At this point the only PS exclusive I really loved this year was Gran Turismo 7 (might be my favorite racing game of all time). There's also Final Fantasy 16 coming up in 2023 that seems to be an exclusive to PS5, so I'll be picking that up there. But all in all, the "PS5 has better exclusives" is very very hit or miss for me.
8. The Series X looks nicer on my tv stand than the ridiculous PS5 design. Seriously the ugliest Playstation of all time. Even the black body panels I bought for it aren't enough to save the look of that system.

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And those are the main reasons off the top of my head at the moment on why I personally seem to be preferring the Series X to the PS5 this gen.

There is something to be said about the fact that at launch, games seem to always perform just slightly better on PS5 than they do on SX. I'm not sure why that is given that on paper the SX is the more powerful hardware. But check out any Digital Foundry video from the last 5 major cross platform releases, and you'll see the pattern. This isn't a dealbreaker as it's not like the games run/look like shit on Xbox or anything and most people wouldn't even notice, but in games like Elden Ring for example, I played it first on SX then later on PS5. In my opinion the game looked sharper on PS5 and performed better as well. Perhaps this changes as the gen goes on, but usually when you see patterns like this persist 2 years into the console life cycle, they tend to indicate how the rest of the gen goes.

Anyway, I know you got the Xbox already and I think you've made the right choice. Perhaps at some point an exclusive comes out on PS you just gotta have and maybe you can pick up a PS5 at that point (ideally after a model refresh/upgrade), but for now if I could only own one of the systems, it's SX all day for me and that's wild considering last generation I thought Xbox was laughably bad. Say what you want about Phil Spencer, but I admire his communication and openness with the community. The lack of solid first party exclusives for Xbox after all these years is a massive L, but it does at least seem like they've been aware of this and we could potentially see a massive change to this in the next few years.

Hope that made you feel even better about your purchase.

Happy gaming!