I tend to turn CX on for analog audio if the disc has it. My impression over the years is using it on a non CX encoded disc muffles the audio. I couldn't really hear the background noise in the 80's, so either it's my gas tube monster aging, or that I have better speakers now.

Some modern players are supposed to automatically turn CX on if detected. IIRC, one other player I owned in the early 90's made it pretty hard to turn it off. Most 90's players I've seen can only switch it on and off with the remote.

What I would suggest is capturing a scene you know by heart with both settings, and see if you can hear any differences.

If you're after a pre-restoration Vertigo, this is probably the disc to get. I don't own it though.

http://www.lddb.com/laserdisc/01974/40082/Vertigo-%281958%29

There are several copies on Ebay at the moment.