Yes, you need to increase the tension of the height-adjustment mechanism. The Cintiq is near the top end of the LX arm's weight range, so you need to tighten it quite a bit. Go to the User Guide
: See section 6 on page 7. (The non-Ergotron online guide you followed meant you missed maybe the most important part of the set up of the arm.)
Using the 4mm hex driver included with the LX, find the adjustment-screw for the arm's main lift engine. It is located at the head of the arm, tucked just behind the pivot and under the arm's aluminum housing. Lift the arm to the top of its height range and tilt the monitor forward to get access to the screw head with the driver. While holding the arm up, turn the screw clockwise until you reach the proper tension. You may need to fully rotate that screw a couple dozen times or more. Don't stop until you get the right tension. Next, adjust the tension of the pivot's up/down tilt: using the same 4mm hex driver, turn the screw located under the pivot until you reach the proper tension.
Let me know if you run into any problem or if you have questions.