I felt the same way when I first found out that Jeep had effectively gone digital. Over a few weeks, using my laptop, I copied my CDs to an SD card. This turned out to be much better than the single CD player that Jeep offered.
I doubt very much that you could not add a factory unit now. Since it fits in, and takes up most of the console interior space, it doesn't seem worth it.
In the mean time, while you are getting your head around an SD card
, I would see if a portable CD player plugged into the auxiliary outlet would work.