With the HAF-X, at the moment you'll need to run those USB 3.0 cables out behind the case (you can use one of the grommeted holes in the back for this) and plug them into the USB 3.0 ports on the rea r IO Panel of your motherboard. As rolli59 mentioned above, practically no boards support internal USB 3.0 headers currently, which I guess is why Cooler Master included the extension cables instead.
It appears that you are right.
I think it is really awesome that Cooler Master released that 99% of motherboards do not have USB 3.0 pin connectors so they imprevised, added a 3rd grommet hole then provided cables that you could run along the top of the case, out the back of the case through the grommet hole to the USB 3.0 ports on the back of the motherboard.
I would shake the hand of the Cooler Master Engineer who came up with that idea.
Great job Cooler Master! You truely are an industry leader.