Solution: It worked after the following steps. Because the X theme is using the different strings in the comment box, especially for the *Reply*.
1) Visit WPML>>Theme and plugins localization page
2) Choose the theme from the *Strings in the theme* section
3) Click the *Scan the theme for strings* button to scan the theme strings
4) Wait until the process complete
5) Visit WPML>>Strings Translation, search for the strings, and translate
6) Visit the front end and confirm it is showing the translated strings for you.