The CX is a fairly relaxed geometry with a fairly upright posture. That is why I wonder if you got the right size. Be cautious of wanting to sit too upright, because that is just going to put more weight on your butt and then you'll be forevermore trying different saddles wondering why your bottom hurts so much.
Though a stem change isn't going to put you very much higher unless you go for something weird and drastic looking. A shorter stem can do the same, but from the pic, that looks like a pretty short stem anyhow.