I suppose it is looking for it, but I don't have FSX on my computer anymore.
You might not have FSX anymore but, apparently, you still have the FSX keys in the registry.
This might be caused either by having removed FSX manually without a proper uninstall procedure, but also by having used those dangerous "migration" utilities, which create a fake FSX install to fool non-compliant installers to install into P3D anyway. This practice, of course, will confuse products that supports all the different sim as they are, like GSX, which need to recognize each sim properly with its own proper registry keys.
The solution would be in this case removing the unused FSX keys from the registry.