Gary
The quill is great for drilling, but it can introduce flex into the equation if you use it for milling to depth. I've gotten into the habit of using the Z dial, when milling, so things stay as rigid as possible. Thus, the need for the Z axis scale.
Don't get me wrong... that readout on the quill is a damned handy feature and I do use it for light milling from time to time.
Be careful not to let us sell you on what you need.... each user requirement is a little different, as are our approachs to how we get things done. Fit the machine to meet your specific needs and working style. I like the 3rd axis, but others have called it overkill.
Steve
P.S.... you won't regret going with the SX3....sweet machines!!