I used the shutter speed priority and a tried a few different speeds and the aperture always at 2.5 at all speed. That does not make any sense to me. Please help.
Unless you use very fast shutter speeds, such as faster than 1/1000th sec., the shutter speed only has an effect on the exposure due to ambient light. That is, from room lights, sunlight, etc. In other words, whether the shutter speed is 1/20th or 1/1000th sec., almost all of the flash's light will reach the sensor while the shutter is open, so the there's no reason for the X10 to change the aperture. If you put the subject much closer to the camera, then you might see the aperture get smaller, but it would help if you post some photos, at least one using the flash and another without the flash, and include EXIF data. This will allow us to see the aperture, shutter speed, ISO and other camera settings that could make diagnosis a lot easier.