Your not doing anything wrong, its the firmware of the 9X. The low voltage on the base firmware is 10v (I will stand corrected but it is close to that) and can not be adjusted. The hardware actually only needs 5v. I assume you are using 3s 11.1v, so in essence you only have 2v to play with before it starts screaming.
Investigate converting your 9x to run er9X firmware, a little money and some soldering is required. I have a FlySky TH9x (same as Turnigy 9x) that I havbe converted using a SmartieParts board (app $40) now I run er9x and my low voltage alarm is set at 9v. I get about 6 hours from a 1800maH 3s LiFe before having to charge. I have had this setup from about 9 months and have only charged the battery twice.
Here is the link for SmartieParts:
http://www.smartieparts.com/shop/index. ... 97a9363ae7Bruce also has a vid for DIY FrSky conversion, I was lazy and didn't trust my soldering ergo the Smartie board.
Dennis