Solution:
The XGSW-28040 supports not only 10G SFP+ transceiver, but also Gigabit SFP transceiver for SFP+ slots. When you install the Gigabit transceiver into the SFP+ slot, we would suggest to pre-setup the port(s) that is going to attach 1000Base-X SFP transceiver to 1000 Force mode (1Gbps FDX) in the Web page (as figure below), that shall make the connection error free.