I’m studying katakana using the Tofugu guide and this one exception is really confusing me as to why it’s not wo, and where the x comes from.
From googling it seems like only Tofugu does it this way?
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“uxo” is not really a romanization, it’s just a way to input it into an IME (Input Method Editor).
Prefixing a kana with “x” in an IME will generally get you the small version:
xa → ぁ (vs あ)
xya → ゃ (vs や)
xtsu → っ (vs つ)
Actually I would tend to write “who” instead of “uxo” in this case, which also results in ウォ - the reason it doesn’t have “wo” as input sequence is because that is already taken, for ヲ.
But “wo” is a correct (and I suspect by far the most common) romanization of ウォ.
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When typing in Hiragana or Katakana, X is used before characters to make them smaller.
Uo = ウオ
Uxo = ウォ
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At the bottom of that image there should be a key telling you the black bubbles are now to pronounce the katakana and the white bubbles are how to type them.
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Thanks everyone for clearing that up! 
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Incidentally, you can also use L for the same effect - I like to think of it as “L for lower-case”. (For a fair while, WaniKani’s built-in IME treated L as equivalent to R, so “la” would produce ら and so forth, but as this was contrary to the behaviour of basically every other IME in existance, they changed that.)
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Huh, I didn’t know that - interestingly, jisho.org also treats l as r
