I do not understand this, unless the cross is not a closed shape. As you can see in the following, LightBurn uses ‘boundaries’ to define what gets filled.
First, make sure the cross isn’t duplicated - if it is, the dupes will cancel each other out when filling. Edit > Delete duplicates.
If that doesn’t do it, then make sure the cross is actually a single closed shape, not several disconnected lines. Select the cross, un-group it (Ctrl+U) then try the “Auto Join” feature - Edit > Auto-Join selected shapes (Alt+J) to see if it connects things.