So in summary: yes, the Xbox Series X controller does have haptic feedback, but it is not as advanced as what you experience when using the DualSense controller on the PS5.

Does Xbox one have haptic feedback?

Impulse Triggers – Xbox One's Wireless Controller sports four vibration motors – a small one behind each trigger that adds precise haptic feedback to the fingertips, and a larger in each grip for large scale rumbles.

How do I turn on haptic feedback on Xbox?

Select Accessibility > Controller, and then select Vibration settings. Choose the controller you want to change and select Configure. For an Elite or Elite Series 2, select the configuration profile you want to change, select Edit > Vibration, and then move the sliders to adjust the vibration.