Ive torn off 1000+ roofs. I prefer walking on OSB. All things being equal, I havnt seen huge differences in the two, other than cost. When OSB gets wet, it expands, or swells. Repeated moisture, whether it be water intrusion, or condensation, can leave it pretty brittle. When CDX gets wet, it separates, or "delaminates". In my world, it is a little... key words "a little", less noticeable, which in turn, makes it more dangerous.
Another difference... I see more CDX that is "dry rotted". Meaning, poor ventilation has dried it out to the point of being very brittle. Although, I have seen OSB suffer the same issues, just not as much because it wasnt used in the 80's or earlier here. Neither are fun
Having said all that.... CDX has been around a lot longer than OSB. OSB started getting widely used in the early 90's here. So, most of the older structures we tear off have CDX. The OSB roofs we have torn off, seem to be more viable. However, most of em aren't as old either. Time will tell which is truly "better". CDX is considerably more expensive in my area than OSB. As of right now... If I were building a new home, or garage, I would use OSB based on cost, as my experience with both, hasn't left me with a strong opinion one way or the other.