I may not have all of the details exactly correct on this, but it depends if you have the Gen1 or Gen 2 upper. When the first MPX came out, Gen1, you were supposed to be able to swap calibers. Sig had to make some redesign on the upper. The Gen1 version will only be 9mm.
Gen 2 should be able to have a caliber conversion, but I have not seen barrels yet. Magazines are slightly different between the two versions. Even on their website they distinguished between the two magazine versions. I thought those who bought the Gen1, when your serial number was verified, could get a special deal on purchasing a Gen2 upper. There have been some videos posted of the differences, even one by Sig.
That was some time last year. You would have to check with Sig customer service to see if these options still apply.
EDIT: I just looked at the 2017 catalog and there is no mention of any other caliber or barrel change. It lists 9mm only. Maybe there was no demand and it was dropped? I should be at the Great American Outdoor show next weekend in Harrisburg, PA. Sig should be there. Maybe I can get an answer then?