The "X" is expected behavior; when the receiver and TV are both powered off (or just the receiver if it has no pass-thru capability), there is then no audio device to send audio to, so the Display Audio driver will be unloaded. When these are powered back up, it should reconnect, however. Try powering on the receiver, wait 30 seconds and then power on the TV.
This works just fine for me, BTW. I have D54250WYKH, Onkyo TX-NR616 receiver and a Samsung TV.
Please confirm if you are using the latest Audio driver on your Intel® NUC D54250WYKH you may get the latest driver here Download Audio: Realtek ALC Audio Driver for Intel® NUC
I suggest uninstalling the current Audio Driver and then downloading and installing the above mentioned driver.
Additionally,as N.Scott.Pearson mentioned the "X" is an expected behavior as not device is detected by the Intel® NUC.