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X-CIGALE, built upon the spectral energy distribution (SED) code of CIGALE, implements important new features: The code accounts for obscuring material in the polars of the AGN and has the ability to fit X-ray fluxes. In this work, we use ~2500 spectroscopic, X-ray AGN from the XMM-XXL-North field and examine the improvements the new features bring in the SED modelling analysis. Based on our results, X-CIGALE successfully connects the X-ray with the UV luminosity in the whole range spanned by our sample (log Lx(2-10 keV) = (42 - 46) erg/s). The addition of the new features globally improves the efficiency of X-CIGALE in the estimation and characterization of the AGN component. The classification into type 1 and type 2 based on their inclination angle is improved, especially at redshifts lower than 1. The statistical significance of the AGN fraction, fracAGN, measurements is increased, in particular for luminous X-ray sources (log LX > 45 erg/s). These conclusions hold under the condition that (mid-) IR photometry is available in the SED fitting process. The addition of polar dust increases the AGN fraction and the efficiency of the SED decomposition to detect AGN among X-ray selected sources. X-CIGALE estimates a strong AGN (fracAGN > 0.3) in more than 90% of the infrared selected AGN and 75% of X-ray detected AGN not selected by IR colour criteria. The latter drops to ~50% when polar dust is not included. The ability of X-CIGALE to include X-ray information in the SED fitting process can be instrumental in the optimal exploitation of the wealth of data that current (eROSITA) and future (ATHENA) missions will provide us.