I assume by *Lebesgue differentiation theorem* you mean the statement that $|B(x)|^{-1}\int_{B(x)} f(y)\, dy \to f(x)$. Then it's not clear to me what your set-up on $X=[0,1]^{\mathbb N}$ is (what's the measure?), but in any event, for an *arbitrary* metric, this already fails on $\mathbb R^2$. You can take a metric that gives you wide thin rectangles as small balls, for example $$ d(x,y)=\max ((x_2-x_1)^2, |y_2-y_1|) . $$