Ok
that explains it
It wouldn't make sense for the IP to be mandatory since this is the callback IP and X-Payments uses the url not the IP to connect and process. The callback IP is for increased security - just to make sure that the response is coming from the exact same X-payments installation... Since X-Payments should be installed on its own dedicated IP.
I have installed few already and every time connection is ok even without the IP callback being set. So maybe it is something with your installation? Although I would recommend having this callback IP set....