Was the PSD an 8-bit RGB? I don't have any problems importing images with Smart Objects that have filters applied:
The above contains 2 smart objects with artistic filters, masks, adjustment layers (levels, hue-saturation). All of these filters and adjustment layers are still available in the saved PSD file - nothing was rasterized. It imports into FCPX as a 2-layered PSD and each layer is individually accessible.
Rasterizing is a "destructive" edit.
PSDs must be 8-bit RGB mode in order to receive "full support" in FCPX.
Even as 8 bit it does not work saying Plugin missing
Take a NEF file in Aperture, Open in CS6 with PSD 8 bit, apply Nik Silver Efex Pro filter, convert Silver Efex layer to Smart Object, save changes back into Aperture, drag and drop image into FCPX project or event and get 'Plugin missing' red yellow warning.
Working in TIFF does work.