PS - we get between 33-36MPG highway in our Fit. I have been pulled over for going over 90 in a 65 zone because I didn’t realize I was going so fast. We got around 34 MPG on that trip between El Paso and Albuquerque, which is effectively an uphill trip.
“it’s coputer [sic] controled transmission shifts more accurately”
So the CRX is a stick-shift?
Of course the acceleration will feel more sharp!
A 4-cylinder econo-car with an automatic is pathetic IMHO.
Hehe. I’ve driven an Si. I’ve owned 3 of them, have a DX with an Si motor in it now (mint condition in relatively rare celestial blue pearl original paint, with no blemishes even!), and run a club that was until recently CRX-only. I even have the original CRX coffee mug 9 die-cast matchbox-sized CRX’s, and more CRX-related shirts and hats than I know what to do with. The CRX and I have met, and we’ve had a loving relationship for many, many years now. 
I tend to agree with you that it was one of the best, if not the best, sport-compact cars ever made. The combination of fuel efficiency, reliability, fun, and practicality (only 2 seats, but more cargo room than just about any other car out there) is one that I don’t think we’ll ever truly see again.
I think the acceleration you failed to feel in the Veloster is probably because, like the CRX, it has a torqueless wonder of an engine. This means that at low RPMs it’s going to be slower than the CRX because the CRX weighs less. The Veloster makes up the difference (just like the CRX did, only now it’s - barely - on the losing end) at the high end where the HP numbers become meaningful.
You may remember that when Hondas started getting popular, the American car guys ran around calling them “Honduhs” because they thought it was insane that we developed our power above 4500 RPM. I had several people tell me that their car would blow up if they had to keep it that high all the time to have power. (I’ll note that none of my friends who said this are still driving their cars from that era, while I am ) That’s where the Veloster develops its power as well, so you’re going to feel more sluggish off the line.
I also suspect that you might have worn shocks on your CRX - that can cause the car to tip back when you floor it, which gives you the illusion of accelerating faster than you really are. Or, as they used to say on Ricky Crow’s CRX forum, “your butt dyno is full of s–t.”
All that said, you might consider giving the Veloster one more try when they release the turbocharged version, which should be coming out some time in the next year. It will have, reportedly, 204hp as compared with the base’s 138, and should therefore be far more entertaining.
And THAT said, you’re still not going to like it as well as the CRX. It’s still going to be a heavier car, which means the CRX will probably still destroy it on an autocross track (where raw acceleration doesn’t matter nearly as much as transitional roll speed and tire stickiness - i.e., handling) and be able to haul a lot more cargo while it’s doing it (the Veloster is hampered by having rear seats, which get in the way of cargo room even when folded down).
If you really want a new CRX, restore yours to factory condition. There’s literally no other way to get close enough to a CRX to satisfy you unless you want to start dealing with quasi-legal import issues, and even then you’d find that the cars you liked in Europe aren’t very CRX-like once you’ve driven them for awhile.
Here’s one I don’t think has been mentioned: Mazda 2 (manual, of course), seems to fit many of your criteria.
Rumors of a Speed2 are out there. Turbo charged goodness in that small car