You are not "excluding airports", and GSX will work perfectly fine with Premium airports, since the Navdata API will allow GSX to get information about encrypted airports. Is like this since SU12, when the usage of the Navdata API is by default.
What you are excluding from the GSX Config Page are GSX replacement jetways files, and you still need to exclude them, because those files are based on the default ( non-handcrafted version ) of the airport so, if parking positions and jetway locations changed in the handcrafted airport, you CAN'T use GSX replacement jetways there, hence the need to exclude.
As the manual explains at Page 7, when jetway replacement is explained, Asobo/Microsoft airports are NOT automatically Disabled when you press the "Exclude 3rd party" button, this because there's no general rule that works for all of them: some of them are just enhancements to the terminal buildings but use the same underlying data about parking spots and jetways of the default scenery, so they CAN have their jetways replaced by GSX, but others can't, so they must be Disabled, that's why they are not automatically removed.