What is the primary reason that we launch x-ray telescopes into space rather than building them on the ground?

The primary reason is that on earth, x-rays are partly blocked by the atmosphere because x rays do not penetrate into the atmosphere of earth, so that's why there is a need to bring that telescope to space.
 And also on ground there is a blurring on telescope that is caused by atmospheric turbulence and on space it reduces that effect. The wavelength regions of X-rays and ultraviolet rays cannot be studied with telescopes that are on the ground.