They put the X there to mess with your tiny little brains....
Explain this then... if the X actually stood for something to do with rally or experiment or such horse shit... Why is the base model impreza an RX???
I think you will find that the WRX is a code designation indicating the World rally (rally) version of the standard impreza (which in '05 was dropped in favour of the GX)
Don't take my word as gospel but it was one thought stream that meshes together...
Of course it could stand for Xpletitive.. the words that people make when they first experience an AWD launch @ 6500rpm..
Oh yeah... you know you love it!!!