That is what i suspected. See, when they released X9, initially, they wanted to “clean up” the code and they removed the Python modules, probably thinking they were not needed for the general users, but they quickly realized that those modules were needed, even to run the scripts that came with PSP, so they added them to the first update.
Go to this page, and download the updates 1 to 3. That should fix the problem. Make sure you download all the updates, and save them to your computer, and install them one by one. Even though, downloading the whole PSP version might do the same, it is always a good idea to keep all the updates/patches for the future!
Do that and let me know if it fixes the problem as i expect.