If you bought the XM+ in Canada then I would be surprised if it is loaded with EU-LBT firmware. If it was it would have an "EU-LBT" sticker on the anti-static packet that it comes in.
As far as I know, EU-LBT firmware is legal everywhere, but FCC isn't legal in the EU/UK. LBT stands for "Listen Before Talk" which essentially means that the firmware needs to dynamically listen out for and select a clean channel to broadcast on which limits the amount of interference with other equipment that is already communicating on a given channel. It is a legal requirement for RF equipment to do that in the EU/UK when running on the 2.4GHz frequency. FCC firmware doesn't do that and will just start blasting out communications on whatever random channel it decides to use without caring if anything else in the current environment is already using that channel.
It possible that both your X-Lite and XM+ are running FCC firmware, but your X-Lite might be running ACCST 1.x.x firmware while the XM+ might be running ACCST 2.x.x firmware. ACCST 1.x.x and ACCST 2.x.x aren't compatible with each other.
If you have never updated the firmware on the internal module of your X-Lite and you have had it a few years then it is almost certainly running ACCST 1.x.x firmware, so I would try flashing the XM+ to ACCST 1.x.x firmware to match. You can download the latest ACCST 1.x.x firmware for the XM+ by clicking
HERE. Flash the
XM+FCC170313-RSSI16.frk file from that to your XM+ and then try binding again.
You use the 3-pin connector on the bottom of an X-Lite to flash FrSky receivers. The following video demonstrates how to do that...