If you mean the GSX in-game menu that you call with CTRL+Shift+F12, that's NOT a "GSX menu", it's the standard Simconnect menu that is being shared by all 3rd party applications that have a menu like that.
We don't have any control over its placement: it's done entirely by the sim. You can undock the window and move it, but I don't have any idea if or how the setting is saved, and how multiple monitors are handled, and we cannot control this, since it's an internal feature of the sim.
Of course, every 3rd party application with such menu, will look exactly the same.