I know what you mean.  I was the only rho chi from my chapter (yes we were still called rho chis! 

 ) and it was tough not even having fellow sisters who were also PX's.  It was also hard to do informational pop-ins during parties and not act any differently at my sorority's parties - especially during pref!
But I used the time to get to know my fellow PX's and deaffiliated Panhel officers.  I was also my sorority's Panhel rep that year (we had immediate fall formal rush, so deaffiliating to be a PX wasn't an issue) and getting to know women in all the sororities helped me with that office.
Nonetheless... we didn't do a rho chi revealing on bid day, because people could defer their bids for up to 3 days, but on that third day, at the very moment we were allowed to display our affiliations, I wasted no time scrambling into an AEPhi t-shirt