Do NOT VX swap your HX. It's a complete waste. You will lose a couple of MPG due to not being in the lean burn window and the higher loads due to the taller trans.
But to answer you question, I would say ya, go for it. I got 45 in my HX highway and 36(ish) city running the AC all the time. At least until I put the VX trans in, then my highway mileage tanked to 41 and my city went to 30. I ultimately sold the car because of it.
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