Hello Carl,
yes you cannot use SX transcevers with single mode fiber because single mode fiber are more selective (smaller numerical aperture) and superior modes used by transmitter are simply cut off. As a result of this most of power signal is dropped.
In other words most of optical power is on external spatial region in MM fiber and this is dropped on SM fiber that has a smaller core (9/12 microns in comparison to 50/60 micron on MM fiber)
Hope to help
Giuseppe