The MX is, as has already been said, an entry-level keyboard aimed at live performance, and as such is is great at that job. It has loads of readily available sounds, and uses Performances which allow you to set up a group of sounds together for a specific set list, for instance, with very easy-to-set-up splits and layers, and a very powerful arpeggiator and rythm/drum section. For a lot of people, that is all they want.
However, and it is a big however, there is a huge amount more lying just below the surface. Yes, the keyboard is awkward to programme just using the tiny LCD screen, but there are a number of third party programmes available. The main one is the John Melas set which has a library programme allowing you to manage a large number of performances, and even re-arrange the performance themselves. You also get a Performance editor which allows you to programme all the settings involved in a Performance, including the assignable control knobs, and the common Chorus and Reverb settings.All the setting you can adjust are presented to you on the computer screen, so they are all visible and accessible at once, without having to go through page after page looking for the bit you want to change. Finally you get a voice Editor which opens the synth right up. You will find there isn't just one oscillator/sound source. There are actually 8 elements making a single voice up, with each element being a synth in its own right with its own oscillator/sound source, Amplitude envelope, Filter envelope. LFOs, pitch, keyboard range and then what are called insert effects. These are mainly chorus and reverb, with w few others such as Amplifier models, for example. With 8 of these elements availabe, the possibilities are enormous, but you are likely to spend a lot of time in programming!
I am absolutely bowled over by the keyboard - what I would be like if I could afford a more expensive keyboard I have no idea. I had 30 years out of playing music because of RSI, but have recovered sufficiently to get back on the ivories, and the difference in what is available and the price you have to pay has blown my mind!
I would recommend you have a look at the third party editors - they will cost, but the price is comparitively low, and what they give you is well worth the investment!