So if we do not download the whole blockchain, or get a paper/or Electrum wallet, (to control private keys) does that mean we lose everything? lose the opportunity for the fork?
SegWit2x is Bitcoin upgrade, so there is no replay protection, the aim is to keep only one chain live, Bitcoin. For non technical user it might become very hard to get both coins on their own even if there really become two live chains, so keeping coins at exchange like coinbase who told they give you both coins in this case is much easier for those users.