Theorem: Suppose that $p$ is a prime number and $|X|=p$. Then every subgroup $H$ of $\text{Sym}(X)$ is generated by $\bigcup_{x\in X}H_{x}$ except for the cyclic subgroup of $\text{Sym}(X)$ of order $p$.
Proof: Let $Z=\langle\bigcup_{x\in X}H_{x}\rangle$.
Suppose that $|X|=p$ and $H\subseteq\text{Sym}(X)$. Then let $h\in H$ be an element where $h^{p}\neq e$. Suppose that $h=\alpha_{1}\dots\alpha_{r}$ where $\alpha_{1},\dots,\alpha_{r}$ are disjoint cycles and suppose that $o(\alpha_{i})=n_{i}$ for each $i$. If $h$ has a fixed point, then $h\in H_{x}$ for some $x$. If $h$ does not have a fixed point, then
$n_{1}+\dots+n_{r}=p$. Now, if $n_{i}|m$, then $h^{m}$ has a fixed point, so $h^{m}\in H_{x}$ for some $x$. In particular, for each list of integers $a_{1},\dots,a_{r}$, we have $h^{a_{1}n_{1}+\dots+a_{r}n_{r}}\in Z$. Now since $r>1$ and $n_{1}+\dots+n_{r}=p$, we conclude that $n_{1},\dots,n_{r}$ have no common prime factor. Therefore, there are integers $b_{1},\dots,b_{r}$ with
$b_{1}n_{1}+\dots+b_{r}n_{r}=1$, so
$h=h^{b_{1}n_{1}+\dots+b_{r}n_{r}}\in Z$. Therefore, since $Z$ contains all $q$-Sylow subgroups for primes $q$ with $q\neq p$ and where $q$ divides the order of $H$, we conclude that either $H=Z$ or $[H:Z]=p$. If $H=Z$, then the proof is complete, so assume that $[H:Z]=p$.
Observe that $Z$ is a normal subgroup of $H$. Now let $h\in H\setminus Z$. Then
$o(hZ)=p$. Therefore, $p$ is a factor of $o(h)$, so $o(h)=p$. We conclude that if $h\in H$, then $o(h)=p$ if and only if $h\not\in Z$.
Let $h\in H\setminus Z$. Without loss of generality, assume that
$h=(1,...,p)$. Let $z\in Z\setminus\{e\}$. Then there are some $i,j$ where
$z(i)=i+j\mod p$ and where $j\neq 0\mod p$. Therefore, $z(i)=h^{j}(i)$, hence
$i=h^{-j}(z(i))$. However, since $h^{-j}z$ has a fixed point, we cannot have $o(h^{-j}z)=p$. We therefore conclude that $Z\setminus\{e\}=\emptyset$, so $H$ must be a cyclic group of order $p$. Q.E.D.