My old G9 (no X, from 2007 or so) can do this but I remember Canon removing the feature on the G10 and probably from subsequent models. I guess the reasoning was that raw is always in colour anyway. But it helps to have a b/w screen when composing and so on.
I should clarify that I don't own this camera, but I'm thinking about buying it. I know the "picture style" doesn't affect the raw image. Canon also knows this and so they have disabled its use when shooting raw with some models. My old Canon G9 as well as my Fuji X30 and Nikon D600 allows this, but I have seen other cameras where this is not allowed. How about the G9X?