The HCx has a High sensitivity receiver, and will continue to give a position under trees and in streets lined with high buildings (or even indoors), where the Cx and C give up.
I have all 3 models (that is, Sheila and I have, between us) and in practical
cycling use, I don't see a difference, under dense tree cover. Not much experience in urban canyons but I would expect the H models to do their stuff and give a position but you'd have to think it may not be a very good one. Whether a poor fix is better than none depends on the situation, I suppose.
Under trees, I find their behaviour really interesting. Taking the Cx for a
walk, it will struggle even under quite light cover, deciduous trees in winter for example, and give up almost straight away.
At
cycling speeds, and mounted on the handlebars, it is quite a different animal, and forest cover has to be really dense and prolonged before you see any problems. Its as though, it may never see more than 1 sat at a time, but at each grab it gets a different sat, and it manages to integrate the information as it goes along. The faster you go, the better this works.
We've been along long winding forest roads in central France, and by overlaying the two tracks later, there's no significant variation to be seen, between Sheila's HCx and my Cx. If you stop at a junction, or slow down up a steep climb (under tree cover), then yes, the HCx hangs on a bit better than the Cx does - but keep it moving at a decent pace and the older models seem to cope OK.
(Climbing makes it hard for 2 reasons - one you are travelling slower so the gaps in the canopy are less frequent - and two, you are likely to be more bent over the handlebars and screening the GPS with your body.)