If you use the abbreviation "UX" for User Experience, you are planning on the uninitiated user having a bad eXperience, but not knowing what the hell you are talking about.
Most of us would expect an acronyms to follow the first letter rule, but not in the "web app world", where cute, stupid, and fuzzy names rule the roost.
Plus, app? Application, or program is not to hard to say. Program is more descriptive. Application sounds like something you would get from a credit card company or a bank, so we have to make it cute by calling it app.
Enough for now folks, I am off to watch some cute kitty videos.