Test with X-chromosome

Hello!
I'm thinking on how to integrate a test on X-chromosome in my analyses and I am not sure on how to proceed. I have read in the GCTA manual that "it is not recommended to manipulate the matrix by --grm-cutoff or --grm-adj, or merge it with the GRMs for autosomes". Could somebody let me know why it is not recommended?

Is it OK to include the GRM of the X-chromosome in a list including other GRM the autosomal chromosomes to compute the phenotypic variance explained by the SNPs using the option --mgrm? (and assume equal variance for males and females)

for example:
gcta64 --reml --mgrm multi_grm.txt --pheno test.phen --out test_mgrm

with multi_grm.txt:
test_chr1
test_chr2
test_chr3
……
test_chr22
test_chrX


Or, would it be better to analyse the X-chromosome separately?

Thanks!
Fredy