I recognized that after installing GSX the MSFS loading time increased because it seems that everytime I am starting the system all scenery directories are searched by GSX again for valid files. Cannot be this omitted?
This should happen only the first time you start GSX, not always.
It's normal to be happening if you change something in the scenery library, like adding/re-linking or removing/un-linking a scenery, because GSX must always have the currently active sceneries database updated, otherwise it will read the wrong airports.
If you are using a tool to constantly change the active sceneries list, you are forcing GSX to do a rescan every time. HOWEVER, this scan is NOT done internally to MSFS, so it won't affect MSFS loading time in any way, it done in a separate background thread so, the only downside of a rescan is that you'll have to wait longer before GSX can be used after starting a flight.