It seems you are using the wrong configuration file for the PMDG 737, most likely a configuration you made before the internal GSX profile was made, so it's based on a generic airplane.
The tell-tale of that problem is the door being referenced as "Exit 1", which is the generic name, ( so, it's not really asking to close the service door, but the passenger exit ), while in the internal GSX profile, they are referenced using the PMDG naming convention, like "L Entry FWD" or "R Entry FWD", that tells you the proper configuration is used, which will also activate a proper door status recognition.
Open the airplane configuration editor and click "Reset", so it will use the internal GSX configuration. Which *can* be further customized, of course, but your issue is that you started customizing the airplane before we supported it.