Generally, who should respond to a station in the contiguous 48 states calling "CQ DX"?
Why "DX" means distance, that is, foreign or far-away stations. When a station in the lower 48 calls CQ DX, it is asking for contacts outside that area, which includes Alaska, Hawaii, US territories and foreign countries. Stations within the contiguous 48 should let the call go by so the DX station can be heard, since the caller is deliberately filtering for the harder contacts.
Watch out "Any caller is welcome" describes a plain "CQ", not "CQ DX"; adding DX is precisely what narrows the invitation.
DX = distance. CQ DX means "not my neighbors": answer only if you are outside the lower 48.