Do all of the orbits have the same dimensions?

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Let $G$ be an algebraic group and let $X$ be a $G$-variety. It's stated in the paper (pg. 13) that all orbits are closed and have the same dimensions if the graph $$\Gamma_{X}:=\{(g x, x) \mid g \in G, x \in X\}=\bigcup_{x \in X} G x \times G x \subset X \times X$$ is closed. They say that the statement about the dimensions is true because $$G x \times\{x\}=p_{2}^{-1}(x) \text { where } p_{2}: \Gamma_{X} \rightarrow X \text { is the second projection. }$$

But I don't understand this reasoning. Can someone explain it to me, please?