Neutron stars provide a unique laboratory for studying matter at extreme pressures and densities. While there is no direct way to explore their interior structure, X-rays emitted from these stars can indirectly provide clues to the equation of state (EOS) of the superdense nuclear matter through the inference of the star's mass and radius. However, inference of EOS directly from a star's X-ray spectra is extremely challenging and is complicated by systematic uncertainties. The current state of the art is to use simulation-based likelihoods in a piece-wise method which relies on certain theoretical assumptions and simplifications about the uncertainties. It first infers the star's mass and radius to reduce the dimensionality of the problem, and from those quantities infer the EOS. We demonstrate a series of enhancements to the state of the art, in terms of realistic uncertainty quantification and a path towards circumventing the need for theoretical assumptions to infer physical properties with machine learning. We also demonstrate novel inference of the EOS directly from the high-dimensional spectra of observed stars, avoiding the intermediate mass-radius step. Our network is conditioned on the sources of uncertainty of each star, allowing for natural and complete propagation of uncertainties to the EOS.