It looks like AI to PSDX conversion is only possible with Adobe Photoshop. There doesn't seem to be any other way, except with Adobe programs how otherwise perform this conversion.
Convert Adobe Illustrator graphics file to Adobe Photoshop Touch graphics.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert ai to psdx on Windows
One of the best bitmap graphic editing program
Convert from ai file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.