FSX will read both DDS and BMP textures - or a mixture of them - on any model, whether it is compiled for FS9 or FSX native. All the sim cares about is the filename and the format being correct.
When people have "changed file formats to DDS" all it actually means is that they have taken the existing (or improved) textures, converted them to DDS and saved them in that format. It doesn't require any changes to the model at all. Adding a bump map would require changes to the MDL, as it s a material setting, so I'm not sure how they'd achieve that without the source model, unless Model Converter X has a method of doing it, perhaps?
The vast majority of "conversions" add a thumbnail, save the textures as DDS and if necessary adjust the alphas on some textures to make the transparency problems less blatantly obvious. They're not actually conversions of the model at all. Some, but not many, change the way the aircraft.cfg is formatted and occasionally even tweak the way the aircraft handles, through the aircraft.cfg file, but those are almost invariably done by the aircraft author themselves and not any of the people that release "conversions" of other peoples' models.
Cheers,
Ian P.