I'm not sure aware of many (if any) hardware devices which inherently only work with either MYDOS or SDX, although several hardware devices provide SDX built-in. That doesn't mean you can't turn it right off, though. The dependencies are usually software-related, the SIDE.SYS driver being a good example (it requires SDX since SDX is the only DOS which is able to load drivers from ROM). Another example of a software dependency is APE's virtual disk emulation (or "mirroring"), which - since it's attempting to intuit file operations from raw sector IO - depends on DOS issuing sector transfers in a particular order. SDX won't necessarily issue sector transfers in the expected order, and therefore the virtual drive emulation (which clearly targeted DOS 2.x and MYDOS) breaks.
Likewise with PCLink: the dependency on SDX is purely a software one. When it comes to U1MB, Incognito, IDE Plus, and the entire APT toolchain, no restrictions whatsoever are placed on the choice of DOS, and the aforementioned upgrades play much more nicely with MYDOS than do some other hardware devices which entirely reject the widely adopted APT partitioning standard and make only the most grudging concessions to SDX usage. It's easy to take for granted the fact that you can take a compact flash card from an IDE Plus and use it in SIDE, SIDE2, XEL-CF, Incognito, and even MYIDE devices (using the MYIDE.SYS driver under SDX) and it'll work just fine. As recently as 6-7 years ago, no two devices used the same partitioning scheme.