When starting GSX for the first time, and when new airports are added/removed, GSX needs to create the airport cache and this, depending how many sceneries you have in the Community folder, might take some time so, the most common cause of that messages, is calling GSX before the airport cache regeneration is completed.
Another option is to enable the SU10 Navdata option in the GSX Config Panel, which will result in GSX not using an airport cache anymore, not reading the actual .BGL of the airport and is required to use any airports bought on the Marketplace. Is not enabled by default, because the new Navdata API doesn't contain yet all the feature we needed, but in general it works.
