It is indeed true that each $x_{n}$ is a product of integers of the form
$2^{2^{m}}+1$ (although not of the ones you have stated).
To prove this, we fix an $n\in\mathbb{N}$. Your definition of $x_{n}$ rewrites
as $x_{n}=\sum\limits\limits_{\substack{i\in\left\{ 0,1,\ldots,n\right\}
;\\\dbinom{n}{i}\text{ is odd}}}2^{i}$.
Write $n$ in the form $n=a_{k}2^{k}+a_{k-1}2^{k-1}+\cdots+a_{0}2^{0}$ for some
$k\in\mathbb{N}$ and $a_{0},a_{1},\ldots,a_{k}\in\left\{ 0,1\right\} $.
(This is just the base-$2$ representation of $n$, possibly with leading zeroes.)
Lucas's theorem tells you
that if $i=b_{k}2^{k}+b_{k-1}2^{k-1}+\cdots+b_{0}2^{0}$ for some $b_{0}
,b_{1},\ldots,b_{k}\in\left\{ 0,1\right\} $, then
$\dbinom{n}{i}\equiv\dbinom{a_{k}}{b_{k}}\dbinom{a_{k-1}}{b_{k-1}}
\cdots\dbinom{a_{0}}{b_{0}}=\prod\limits_{j=0}^{k}\underbrace{\dbinom{a_{j}}{b_{j}}
}_{\substack{=
\begin{cases}
1, & \text{if }b_{j}\leq a_{j}\\
0, & \text{if }b_{j}>a_{j}
\end{cases}
\\\text{(since }a_{j}\text{ and }b_{j}\text{ lie in }\left\{ 0,1\right\}
\text{)}}}$
$=\prod\limits_{j=0}^{k}
\begin{cases}
1, & \text{if }b_{j}\leq a_{j}\\
0, & \text{if }b_{j}>a_{j}
\end{cases}
=
\begin{cases}
1, & \text{if }b_{j}\leq a_{j}\text{ for all }j\text{;}\\
0, & \text{otherwise}
\end{cases}
\mod 2$.
Hence, the $i\in\mathbb{N}$ for which $\dbinom{n}{i}$ is
odd are precisely the numbers of the form $b_{k}2^{k}+b_{k-1}2^{k-1}
+\cdots+b_{0}2^{0}$ for $b_{0},b_{1},\ldots,b_{k}\in\left\{ 0,1\right\} $
satisfying $\left( b_{j}\leq a_{j}\text{ for all }j\right) $.
Since all these $i$ satisfy $i \in \left\{ 0,1,\ldots,n\right\}$
(because otherwise, $\dbinom{n}{i}$ would be $0$ and therefore could not
be odd), we can rewrite this as follows: The
$i \in \left\{ 0,1,\ldots,n\right\}$ for which $\dbinom{n}{i}$ is
odd are precisely the numbers of the form $b_{k}2^{k}+b_{k-1}2^{k-1}
+\cdots+b_{0}2^{0}$ for $b_{0},b_{1},\ldots,b_{k}\in\left\{ 0,1\right\} $
satisfying $\left( b_{j}\leq a_{j}\text{ for all }j\right) $.
Since these
numbers are distinct (because the base-$2$ representation of any
$i\in\mathbb{N}$ is unique, as long as we fix the number of digits), we thus
can substitute $b_{k}2^{k}+b_{k-1}2^{k-1}+\cdots+b_{0}2^{0}$ for $i$ in the
sum $\sum\limits\limits_{\substack{i\in\left\{ 0,1,\ldots,n\right\} ;\\
\dbinom{n}{i}\text{ is odd}}}2^{i}$. Thus, this sum rewrites as follows:
$\sum\limits_{\substack{i\in\left\{ 0,1,\ldots,n\right\} ;\\
\dbinom{n}{i}\text{ is odd}}}2^{i}
=\underbrace{\sum\limits_{\substack{b_{0},b_{1}
,\ldots,b_{k}\in\left\{ 0,1\right\} ;\\b_{j}\leq a_{j}\text{ for all }j}
}}_{=\sum\limits_{b_{0}=0}^{a_{0}}\sum\limits_{b_{1}=0}^{a_{1}}\cdots\sum\limits_{b_{k}=0}^{a_k}
}\underbrace{2^{b_{k}2^{k}+b_{k-1}2^{k-1}+\cdots+b_{0}2^{0}}}_{=\left(
2^{2^{k}}\right) ^{b_{k}}\left( 2^{2^{k-1}}\right) ^{b_{k-1}}\cdots\left(
2^{2^{0}}\right) ^{b_{0}}}$
$=\sum\limits_{b_{0}=0}^{a_{0}}\sum\limits_{b_{1}=0}^{a_{1}}\cdots\sum\limits_{b_{k}=0}^{a_{k}
}\left( 2^{2^{k}}\right) ^{b_{k}}\left( 2^{2^{k-1}}\right) ^{b_{k-1}
}\cdots\left( 2^{2^{0}}\right) ^{b_{0}}$
$=\left( \sum\limits_{b_{k}=0}^{a_{k}}\left( 2^{2^{k}}\right) ^{b_{k}}\right)
\left( \sum\limits_{b_{k-1}=0}^{a_{k-1}}\left( 2^{2^{k-1}}\right) ^{b_{k-1}
}\right) \cdots\left( \sum\limits_{b_{0}=0}^{a_{0}}\left( 2^{2^{0}}\right)
^{b_{0}}\right) $
$=\left( \sum\limits_{b=0}^{a_{k}}\left( 2^{2^{k}}\right) ^{b}\right) \left(
\sum\limits_{b=0}^{a_{k-1}}\left( 2^{2^{k-1}}\right) ^{b}\right) \cdots\left(
\sum\limits_{b=0}^{a_{0}}\left( 2^{2^{0}}\right) ^{b}\right) $
$=\prod\limits_{g=0}^{k}\underbrace{\left( \sum\limits_{b=0}^{a_{g}}\left( 2^{2^{g}
}\right) ^{b}\right) }_{\substack{=
\begin{cases}
2^{2^{g}}+1, & \text{if }a_{g}=1;\\
1 & \text{if }a_{g}=0
\end{cases}
\\\text{(since }a_{g}\in\left\{ 0,1\right\} \text{)}}}$
$=\prod\limits_{g=0}^{k}
\begin{cases}
2^{2^{g}}+1, & \text{if }a_{g}=1;\\
1 & \text{if }a_{g}=0
\end{cases}
$
$=\left( \prod\limits_{\substack{g\in\left\{ 0,1,\ldots,k\right\} ;\\a_{g}
=1}}\left( 2^{2^{g}}+1\right) \right) \underbrace{\left( \prod\limits
_{\substack{g\in\left\{ 0,1,\ldots,k\right\} ;\\a_{g}=0}}1\right) }_{=1}$
$=\prod\limits_{\substack{g\in\left\{ 0,1,\ldots,k\right\} ;\\a_{g}=1}}\left(
2^{2^{g}}+1\right) $.
Thus, $x_{n}=\sum\limits_{\substack{i\in\left\{ 0,1,\ldots,n\right\}
;\\\dbinom{n}{i}\text{ is odd}}}2^{i}=\prod\limits_{\substack{g\in\left\{
0,1,\ldots,k\right\} ;\\a_{g}=1}}\left( 2^{2^{g}}+1\right) $. This is clearly a product of Fermat numbers.
EDIT: This result also appears as equation (10) in Andrew Granville, Binomial coefficients modulo prime powers, 1997, where it is ascribed to Larry Roberts.