Pseudo-polyrotaxanes (PPRs) are supramolecular host-guest complexes constituted by the reversible threading of a macrocycle along a polymer chain. The resuting dynamic "molecular necklaces" offer potential applications in nanotechnology, drug delivery, and biomaterials. We report the formation of PPRs by threading of cyclodextrins (CDs), cyclic oligosaccharides, onto X-shaped PEO-PPO block copolymers with two opposite presentation of their hydrophobic and hydrophilic blocks: Tetronic 904 (T904) and its reverse counterpart Tetronic 90R4 (T90R4). We assess the effects that relative block position on the polymeric surfactants and cavity size of CD have on the composition, morphology, thermodynamics, and kinetics of PPRs by using a combination of X-ray diffraction, scanning electron microscopy, NMR, UV-vis spectroscopy, and time-resolved small-angle neutron scattering (TR-SANS). Solid PPRs with lamellar microstructure and crystalline channel-like structures are obtained with native CDs and both Tetronics above a threshold concentration of the macrocycle, which varies with the type of CD and surfactant. While gamma-CD can form PPRs with both Tetronics, alpha-CD only forms a PPR with T90R4 at high concentrations. The results can be explained in terms of the preferential complexation of alpha-CD with EO and gamma-CD with PO monomers, which also has a direct impact on the kinetics of PPR formation.