Ctrl+X cutting the entire line when there's no selection is a fairly common idiom for Windows apps (Visual Studio does it, for instance). It means the key sequence Ctrl+C, Ctrl+V is an easy way to duplicate the current line.
You can change the behaviour by changing the key binding (in Default.sublime-keymap) from:
<binding key="ctrl+c" command="copy"/>
<binding key="ctrl+c" command="copy">
<context name="allSelectionsEmpty" value="false"/>