Since Umberto says it has nothing to do with GSX and is LM's bug, it looks like we will have to wait for a few months for P3Dv4.3.
Surely it's a P3D bug. It happens with each and every Simconnect application that has a menu, even with the sample provided in the SDK.
Note that, normally, nothing happens if you just restrain yourself from pressing a numeric key BEFORE opening the menu. Since the numeric keys, by default, are only used by the menu itself, this is not usually a problem.
The problems will start if you assign the numeric keys to some other addon so, each time this other addon sends a numeric key or you press it to trigger it, this will be buffered somewhere, and will auto-select the next Simconnect menu that will open. We initially assumed it was a problem of Chaseplane, because a users reported it started only when starting Chaseplane, and stopped when closing Chaseplane, but the real problem was that he assigned some of the numeric keys to Chaseplane views, so they were sent each time a new view was selected.
So, the best solution, until LM will fix it, is not use the numeric keys for any addons, which is the default. And don't press them manually...
I doubt we'll have to wait months for a new 4.3 version to get this fix, there will be likely an Hotfix which hopefully won't take long.