Not in the X, but I have one in the race car - a 2qt Chevy-style remote. Makes maintenance easier as you can locate it pretty much where you want. It gives you increased oil capacity (the amount in the hoses).
It does add complexity to the system and possible failure points - but to do it right, I would use nice braided lines like those from Russell, for example.
If you want even more oil reserve, use a bigger filter... Unless it really does just *relocate* it. Mine for example is generically threaded all the way - the filter itself comes in Chevy or Ford threading, usually. Dunno about imports, but it stands to reason that those are also available.