A sustained filamentation or density depression phenomenon in an argon gas attenuator servicing a high-repetition femtosecond X-ray free-electron laser has been studied using a finite-difference method applied to the thermal diffusion equation for an ideal gas. A steady-state solution was obtained by assuming continuous-wave input of an equivalent time-averaged beam power and that the pressure of the entire gas volume has reached equilibrium. Both radial and axial temperature/density gradients were found and describable as filamentation or density depression previously reported for a femtosecond optical laser of similar attributes. The effect exhibits complex dependence on the input power, the desired attenuation, and the geometries of the beam and the attenuator. Time-dependent simulations were carried out to further elucidate the evolution of the temperature/density gradients in between pulses, from which the actual attenuation received by any given pulse can be properly calculated.