I have ~/.xsession-errors in boxen running x11-6.8.2 and Fluxbox 0.9.13, so that's not the answer -- though I don't know what might be the answer.
I do know I've got a box running Slackware-current and Fluxbox 1.0rc from Slackware that recorded no ~/.xsession-errors file -- though X did have errors, lots of which showed up in the console when I shut down the X server. However:
Code:
mingdao@silas:~$ find / -iname '*.xsessions-errors*' 2>/dev/null
mingdao@silas:~$
Perhaps they've done away with it, so we don't see how bad a GUI Xorg really is?