You will always see the message about the gate having a default jetway, because all jetways at MSFS are default (opposed to custom ones using SODE in P3D). However, when you install a new scenery after GSX, you should always run the "Exclude 3rd party" routine in GSX, to add the new airport to the 3rd party exclusions.
Quoting from GSX Manual, Page 7:
IMPORTANT
The Configuration of 3rd Party Exclusion from Jetway replacement is done when doing any of the following:
• When you first Install or Reinstall GSX
• When you perform a GSX Update
• If you Install/Reinstall/Unlink/Relink any FSDT airport
If you install a new 3rd party scenery, just installing it won’t result to automatically go here and reconfigure Jetway Exclusion, you should develop a habit to always check the GSX Config page after installing a new 3rd party scenery. Failing to do so, would result in Parking conflicts (visible as double Parking spots in the World Map), and Jetways malfunctions.