Welcome.
The way I understand it, you can only use the Navigation player as a DVD player if you have that specific head unit installed. Lincoln used a few head units in these cars. I believe MKXs with the "entertainment package" have the screens in the back of the front seat headrests. If you have the entertainment package, DVDs will not play up front in any gear other than park. If your MKX does not have the DVD playback unit, then your head unit will only acknowledge the Navigational Data Discs. I have the Navigation THX system without DVD. I tried to play a movie in disbelief. After installing the disc, the entire unit froze for about 4-5 minutes. I panicked thinking I messed up my stereo and then the DVD ejected by itself.
As for the cold engine tick, mine has always had a slight cold tick. My ticking goes away soon after it warms up.