I can't address the SX4, but my experiences with the Ford Transit Connect may shed some light on the problem...
Official US Ford brochures specifically say that you cannot install a hitch on the Transit Connect because its vehicle load capacities are too small to allow safe driving (the potential for loss of control or engine/transmission damage).
I suspect that the SX4, because of its size and drivetrain limitations, has the same situation. Further evidence of this can be found in an inspection of the SX4's rear subframe. It probably does not have the necessary mounting points for a hitch assembly.
Oddly, the Transit Connect DOES have hitch mounting points!
This is because the Transit Connect is sold in other foreign markets with a Diesel engine! Apparently the gutsy engine (and perhaps the associated transmission) is enough to overcome the trailering problem. You just can't get a diesel engine in a US-Spec Transit connect! Oh well...
I hope that this helps!
