I think you are right, it does not seem to be relevant. You have to construct a map $X→U$
. The way of doing this is to consider first the disjoint union of the $U_i$ (call it $U'$), then you have a map from the disjoint union of the $X_i$ (call it $X'$) to $U'$. Now you have $X'\to U'\to U$,and if you quotient $X'$ by the relation "to correspond through the relevant transition map" then you get a map $X\to U$ (where $X$ is the quotient).
Now as to why $U'\times_U U'$ is relevant in descent theory. In fact, it is crucial even in the definition of a stack! Given a site $F$ and a covering $U'\to U$, recall that the corresponding category of local data is given by those $\alpha\in F(U)$ such that the two possible pullback along the projections $U'\times_UU'\to U$ "coincide". Better: they are pairs $(\alpha, \sigma)$ where $\alpha\in F(U)$ and $\sigma$ is an isomorphism between the two pullbacks satisfying the cocycle condition.
So $U'\times_U U'$ in descent theory has the role of the pairwise intersections $U_{ij}:= U_i\cap U_j$ in a classical open covering of a topological space. If you define continuous maps (vector bundles, quasi-coherent sheaves, other geometric objects defined on spaces) on a covering $U'=\coprod U_i$ of $U$ such that on $U'\times_UU'=\coprod U_{ij}$ your constructions coincide (better: you can give isomorphisms that satisfy the cocycle conditions, a condition on $U'\times_UU'\times_UU'=\coprod U_{ijk}$), then your constructions yield a global one on $U$. To show that a certain fibered category is a stack, this is what you have to verify (as you know, you also need to show that "being isomorphic" is a local property).
So no relevance to the proof (at least the way I see it) but high relevance to the theory.