Well, the K-x is based on the same body design as the K-m, which isn't weather-resistant either. To add weather sealing to this body would require a lot of re-engineering and probably didn't fit in with their time/cost plan for the K-x release.
To many this would appear to be an apparent step back from their nature/outdoors strategy given how much they pushed the weather and cold-resistant abilities of the K-7, as well as the weather-sealed kit lenses that were introduced along with it. But considering the financial environment we have seen in this past year, as well as the uncertainties that Hoya management had regarding where to take Pentax, I don't think we could expect them to introduce a new line of weather-sealed bodies in this time. So given this, I think the fact that the K-x is not weather-sealed is understandable (check at the :
official Pentax K-x video), though obviously it's not desireable nor ideal.
That said, the K-x is a very pleasant surprise to me, and I suspect it's taken more than a few others by surprise too. Could this be the "make it or break it" for Pentax? Anyways, its success will bode well for Pentax (and us) for the next few years, and hopefully we'll see a more complete line of weather-sealed bodies and lenses in the near future.