Millions of watches go through airport secuity every year, and have been for many many years. I think that if there were a problem with watches and x-ray machines, we'd all know about it by now.

And regarding your HP device, I don't think PC hard disks are vulnerable to that either. Although I'm less sure of that. There are probably a dozen other possible reasons that the hard disk lost its data unrelated to X-rays.
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Tony Fabris