Been too long since I really played that collection, but I booted it up earlier this year when the X Legacy Collection dropped and noticed the SNES X's had weaker sound emulation and colors on the PS2 collection. X1-X3 are problematic on the Legacy Collection with input lag, though I still knocked them out easily after I enabled Game Mode on my TV again haha... but X4-X6 are INCREDIBLE on the new X Legacy Collection for the PS4 version. The loading times are practically instant and I could not really detect any input lag. You can also play every game in different regions even beyond the US and Japanese releases, if you really see fit to do so (funny enough the Japanese voices are deeper and more masculine than the English ones, usually don't expect that). I will be going back to the PS4 for X4-X6 from here on.
Googling around some, it sounds like the PS2 collection still has faster loading than the originals and there's not any issues with X4-X6. So it might be a better route than playing the original copies. And well, the PS controller is perfect for all six games.
Also have to say after venturing through them all again this year, I freaking LOVE X6. *mic drop*
https://www.youtube.com/watch?v=me3Me0jikwE