IMO, there was originally some difference between CX and gravel bikes. As others have said above, CX bikes originally had very racy geometry, high BBs, room for 33mm tires only and cross-specific gearing (46-36 with a narrow-band cassette). Then manufacturers wised up to the fact that lots of people were using CX bikes for everyday riding and started making CX bikes less CX-specific with slacker angles, longer chainstays, lower BBs and room for bigger tires. More recently brands have started making endurance road bikes that have wider tire clearance and disc brakes, "fast touring bikes" with rack mounts and "adventure bikes" that combine features from a variety of genres. So now, the label that's on a bike is largely meaningless. All that matters is the geometry and features of the bike. This is compounded by the "niche-ification" of bike brands where everyone is making bikes that are designed for a hyper specific markets.