I have the same problem with my 500X as well, the suspension is rather too stiff for my taste and on some imperfections it "carries" the vibration up the cabin.
I asked about it in Turin and the answer I got: the target audience of the 500X is youngsters with a family who want a sporty ride. So the hard suspension is by design.
I did find that any custom shop that does off-road suspensions can replace them with adjustable shocks, I was offered the "gold" ohlins (https://www.ohlins.com/) which are rather expensive.
I still haven't decided on a course of action yet.
When you say expensive what sort of price are you looking at?
Had a quick look and all I could see was for motorcycles.
You have to remember that if you sell the car you're going to take a big hit on depreciation so they may not be that expensive if you end up keeping it.
In saying that my son has just bought an brand new Audi A5 and it's reminded me how well a "sporting" car can ride. Yes I know it costs more than twice the price of the Fiat, but it drives like three times the price.
I seem to change my mind on the car every time I drive it.
Sometimes its acceptable sometimes it really annoys. Whatever unfortunately I seldom enjoy it.
I don't buy what Fiat are saying. I think they have just thrown some suspension at it. Sporting does not have to be hard.
I'll probably see the year out and then get something else.