I tried to contact kindle customer support and got this response:
We've made no announcement about a new software update for Kindle DX, so I can't answer your question.
Anyway I will take this as a feedback and will be sure to forward your comments to the Kindle team.
So, I think that an update will come out eventually. They are still shipping the preordered Kindles. Once they get caught up (which I think will happen in the next 10 days or so), I think the KDX will get an update.