Not possible to answer with such sparse description of the problem, like which airport you used, if it has a custom profile, of you customized the airplane profile for that airplane, etc. Everything.
Surely, front stairs normally work on a gate with no jetways using the default PMDG 737-800 configuration that comes with GSX. And of course, if you extend the PMDG Airstairs before you call GSX, GSX front stairs won't appear, which is normal.