The early Solar System was a turbulent and chaotic place with icy material hurled far from the Sun, becoming the Oort Cloud. Larger objects and planets were probably hurled into the Oort Cloud too, and some might have been kicked out of the Solar System entirely. If a similar situation happened in other star systems, planets could lurk out in the Oort Cloud.
I was thinking about planet X, too! If it exists, maybe it’s a captured exoplanet. That would be pretty cool.
Wait wait wait, wasn’t it called Planet Nine?