To be fair, not all testers are equally sensitive when it comes to identifying H-K leakage as it's not a total short. For example, I have two testers. The better one is a Hickok 600A mutual conductance tester and the other is an Eico 666 which is considered a step above a basic emissions tester but not considered as good as the Hickok.
Yet, when it comes to testing for H-K leakage, the Eico is better. The Hickok will indicate short / or no short but no quantification of H-K leakage which is kind of like a "partial short". A tube that doesn't indicate a short on the Hickok might have some leakage and the Eico will show that.
In the instructions it actually tells you that some H-K leakage is generally considered to be "acceptable" - "not less than 1 meg for non-power types and not less than 500k for power types. Half these values may be acceptable for tubes approaching end of life, with the exception of tubes used in audio preamplifiers which may not read less than 1 meg at any time."
So the tube may have tested OK on the dealer's tester yet it might have enough H-K leakage that it creates some hum in the circuit. Perhaps they will allow you to return it? Fortunately, the 6X5GT is not an expensive rectifier like a NOS 5AR4, for example. The dealer near me, Radio Electric Supply, lists them for $10 and the big dealer in Orlando (Vacuum Tubes Inc) lists them for $7.50.
They do have a reputation for being somewhat less robust than some other rectifiers. I only have one amp that uses it so I'm not that familiar with it but I've had no problems. There may be some industrial versions that are tougher.