There is an essential difference between PEX and OpenGL in how the two graphics systems are specified. OpenGL is fundamentally specified as an application programming interface. Like the X Window System, the fundamental specification for PEX is a wire protocol.
In PEX the choice of programming interface is left to the programmer. In X11R5 a PHIGS style API was supplied but this API for PEX has not gained much acceptance. Currently the PEX community is standardizing the PEXlib API which more readily exposes the wire protocol. But PEX implementation dependencies are also exposed, leaving the programmer to work around functionality missing due to subsetting in PEX implementations.
With OpenGL there is a single API which promises to be standard even across differing window systems (such as X and NT) and the full functionality of the API is available in all OpenGL implementations. The GLX specification does provide a wire protocol for network-transparent operation but the wire protocol is not the fundamental specification of OpenGL.