I have a regular 5, not 5x, but I don't disconnect. I like just waking up the sensors and having them connect without having to manually select them in the sensor & accessories menu. I use an HRM strap (Wahoo Tickr X in ANT+ mode), Garmin Speed and Cadence sensors.
Maybe disconnecting these sensors would save some battery, but honestly the battery is more than good enough for my use on this watch.
With things like the Tempe, the watch only listens/connects to them when something on the watch wants to connect to them (it's automatic - you don't have to do anything). The Tempe itself transmits 24/7, and I'll just replace the battery every year or so if it's a bit unreliable in connecting. For things like the Garmin Foodpod, same thing with the watch looking for it. The FB itself though stops transmitting a bit (30mins?) after it sees it's stationary.
The big power drains are GPS, backlight, processor power for rendering maps, and the OHR LED's (in roughly that order), so focus your battery saving efforts in those areas. ANT+ and BLE wireless radios are a fraction of the power drain of those other items.
