It is worth it to note that Drupal stores its sessions by default in files, while MODX stores its sessions in the DB. MODX prefers database sessions because file-based sessions leave those sessions vulnerable to reading should your webserver become compromised (think shared host, someone else on the host installs a hack, then navigates to your directory and reads the sessions).
You can turn sessions to be file-based, which will speed up the loading initially, at the compromise of the security I just noted. Also, did you set "cache_db" to Yes?
Also, it is worth it to note that this comparison isn't really a fair benchmark - you need to consider that sites aren't empty by default, and "scalability" and "performance" aren't measured by empty page tests. For instance, a fair test would test various pages with all-cached content, some dynamic content, sites that have 10k+ pages (or nodes in drupal), sites that are dealing with authenticated sessions, load balancing and database replication, etc.
Just saying, while these tests are appreciated (much so!) it's not fair to make a snap judgement that "MODX is slower!" based on this test, since this test isn't really equally comparing the two systems.
(On a side note, for caching optimizations in MODX sites, I would recommend Jason's getCache and Executioner extras.)