I just spoke with Fujifilm Professional Services via phone and they said that if enough people contact Fujifilm Tokyo headquarters making a request for gimbal support in the X-S10, then eventually they may add it in.
Here are the steps:
Go to the Tokyo Headquarters Contact page: https://contact.fujifilm.com/cgi-bin/mail/form.cgi/contact_tokyo_headquarters
Choose topic, "Digital Cameras". In Comments/Questions page say (feel free to slightly re-phrase so it seems more original :-): "I would like gimbal support in the X-S10 to shoot smooth video. For external gimbals like the DJI RSC 2 or the Zhiyun WEEBILL-S to work, we need USB MOVIE SHOOTING AUTO to be added as an option under Connection Mode. Can Fujifilm please prioritize this in a future firmware update?"