I think I have a proof of the property for most cases, I post it for your revision and looking for ideas for the case left.
Proof
We have that $$1 = \frac{2}{x_1}+\frac{1}{x_2}+\frac{1}{x_3}+\frac{1}{x_4}$$
This is only possible if $1<\min\{x_1,x_2,x_3,x_4\}\leq5$. Therefore, the only two possibilities left are that $\min\{x_1,x_2,x_3,x_4\}=3$ or $\min\{x_1,x_2,x_3,x_4\}=5$. An interesting fact here is that both are prime numbers.
If $\min\{x_1,x_2,x_3,x_4\}=5$, then necessarily the property holds, as necessarily $x_1=x_2=x_3=x_4$ is the only possible solution.
If $\min\{x_1,x_2,x_3,x_4\}=3$, all the inmmediate greater odd numbers are 5, 7, and 9. If $x_1=3$, then at least one of the others denominators must be equal or lesser than 9, because $1 = \frac{2}{3}+\frac{3}{9}$ (in which case the property holds, as all the denominators are different combinations of 3 and 9). Therefore, any other solution other than the ones mentioned implies that some other denominator is either 5 or 7, which are prime numbers.
As I commented when posting the question, it is easy to show that every $x_k$ divides $\prod _{i\neq k} x_i$. For the proof, the numerators of the fractions are irrelevant, so we will assume without loss of generality that $\min\{x_1,x_2,x_3,x_4\}=x_1$. Therefore, $x_1\mid x_2x_3x_4$, where $\mid$ means "divide".
As $x_1$ is prime, then some other denominator must be equal to $x_1$ or some multiple of $x_1$; in any of those cases, the property holds for both denominators. As the numerators of the fractions are irrelevant, we will assume without loss of generality that $x_1\mid x_2$.
Let us assume, also without loss of generality, that $x_3$ is prime (as stated, either 5 or 7). We have that $x_3\mid x_1x_2x_4$. It could happen:
(i)That $x_3\mid x_2$, in which case the property will continue holding for $x_1$, $x_2$ and $x_3$,
(ii) That $x_3\mid x_4$. If this were the case, when considering that $x_4\mid x_1x_2x_3$, we would have the possibility of $x_4\mid x_1x_3$, in which case the property would hold for $x_1$, $x_3$ and $x_4$, and otherwise that $x_4\mid x_3$, which would imply that $x_3=x_4$.
In all the cases exposed where the property holds for three of the four denominators, we can show that necessarily it must hold for all of them. For instance, let us assume that $\gcd(x_1,x_2)=x_1$ and $\gcd(x_3,x_2)=x_3$. Then, multiplying by $x_2$, we would have that $$x_2 = \frac{2x_2}{x_1}+\frac{x_2}{x_2}+\frac{x_2}{x_3}+\frac{x_2}{x_4}$$ As all the fractions are integer numbers, then necessarily we get that $x_4\mid x_2$, and otherwise the equation would not be possible. The same process can be applied for all the mentioned cases where the property holds for three of the four denominators.
The only case left for consideration is the one where we had that $x_1\mid x_2$ and $x_3=x_4$. Substituting $x_4$ for $x_3$, we have this two possible cases, depending on the numerator being in a fraction with $x_1$ or $x_2$ as denominator, or $x_3$ as denominator:
(i) $$x_2 = \frac{2x_2}{x_1}+\frac{x_2}{x_2}+\frac{x_2}{x_3}+\frac{x_2}{x_3}$$ In this case, the equation has solution only if $\frac{2x_2}{x_3}$ is integer, which can only be possible if $x_3\mid x_2$, and in which case the property would hold;
(ii) $$x_2 = \frac{2x_2}{x_3}+\frac{x_2}{x_2}+\frac{x_2}{x_1}+\frac{x_2}{x_3}$$ In this case, the equation has solution only if $\frac{3x_2}{x_3}$ is integer, which can only be possible if $x_3\mid x_2$, and in which case the property would hold.
However, it is still not proved the case $x_4\mid x_2x_3$ when $x_4>x_3$, and $x_2\mid x_1x_4$, when $x_2>x_1$.