Can a DEXA bone density scan show something an X-ray doesn't?

Yes, it quantifies your bone density. This can't be done on conventional X-rays.
Quantify bonemineral. The dexa scan is a special x-ray scan designed to quantify bone mineral density (bmd) in the spine, hips and forearm. These bmd values are calculated by computer, and can help to predict future risks for fractures. Very low bmd can possibly signify 'osteoporosis', while intermediate low bmd can sometimes be considered 'osteopenia'. The bmd is one of many factors used to measure fracture risk.
Complementary tests. A dexa quantifies the bone mineral density of the bones examined. An x-ray evaluates the bone mineral density qualitatively as well as the integrity of the bone and looks for disorders such as fractures, metabolic abnormalities, cancer.