I'm curious. What about XD has lead you to this conclusion?

Sketching on paper first. After that I'm between a ton of platforms and it all depends on the audience.

Sketch is my daily go-to at the moment because of its effortless handling of percentage widths and design to implementation with asset exporting (as opposed to needing a plugin to perform a 1x/2x/3x export in an adobe product)

For prototypes I am sadly old school and will use Axure for desktop products.

For mobile I will use Sketch and Invision

If I need to show complex mobile interactions to a development team then I will use Hype

If I need to produce a detailed and highly annotated document then I will use Sketch and InDesign for a polished product. (or a combination of Sketch and Illustrator ported to InDesign)

If I need to bust out taskflows then I will crack open Omnigraffle (seriously, its old and its old but nothing else does what it does)

If I want a team of stodgy stakeholders to go "oh thats cool!" then I will use Prototyping on Paper and secure my value as a frilly designer.

If I want to show my mobile development team that "i understand you bro" then I will use Paintcode

If I want to die inside I will use Basalmiq

If I want to yell at my computer because I missed the evolution of the product, then I will use Photoshop and pray for whiskey to rain down on my keyboard.

It really doesnt matter what you use. If you make a pretty, dribble worthy UI that is fundamentally a UX/usability headache then you've done a lot of work for nothing.