You misunderstood what \xhh does in Python strings. Using \x notation in Python strings is just syntax to produce certain codepoints.
You can use '\x61' to produce a string, or you can use 'a'; both are just two ways of saying give me a string with a character with hexadecimal value 61, e.g. the a ASCII character:
>>> '\x61'
'a'
>>> 'a'
'a'
>>> 'a' == '\x61'
True
The \xhh syntax then, is not the value; there is no \ and no x and no 6 and 1 character in the final result.
You should just write your string:
somestring = 'abcd'
with open("test.bin", "wb") as file:
file.write(somestring)
There is nothing magical about binary files; the only difference with a file opened in text mode is that a binary file will not automatically translate \n newlines to the line separator standard for your platform; e.g. on Windows writing \n produces \r\n instead.
You certainly do not have to produce hexadecimal escapes to write binary data.
On Python 3 strings are Unicode data and cannot just be written to a file without encoding, but on Python the str type is already encoded bytes. So on Python 3 you'd use:
somestring = 'abcd'
with open("test.bin", "wb") as file:
file.write(somestring.encode('ascii'))
or you'd use a byte string literal; b'abcd'.
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