AFAIK, the FMX engine has all the smog filters and gubbins fitted, and I think there are kits available for around £10 to blank off the ports, etc. or you could make your own with some ally plate.
Again, AFAIK the lost horses when comparing the FMX to the NX are due in the main to a restrictive exhaust. A popular mod for SLR/FX/FMX owners is to de-baffle the exhausts and up jet a couple of sizes which does definitely restore some umph, as the bike will then pull a 1 tooth larger gearbox sprocket. I did this to my SLR to good effect.