This shouldn't happen, never happens and nobody else reported it before, so there must something wrong with your system. Please, be more clear with the description of the problem:
- When you remove the SceneryIndexes folder, and launch FSX, you should see FIRST FSX rebuilding ITS own cache, and then, once it's done and it's ready to fly, as soon as you press the GSX Hotkey, you should see GSX rebuilding ITS own cache, with a red progress message.
Please confirm that both processes are happening, and if it's just one, which one.
You can also activate a log, to see what's happening: open the Notepad and type the following on a new blank file:
logFile=couatl.log
(please note logFile is written beginning with a lower case l and a capital F )
Save the file as couatl.ini in the FSX\fsdreamteam\couatl folder, so it stays at the same level of the couatl.exe. Then go in FSX, then when it's done loading a scenery and ready to fly, exit and post the content of the Couatl.LOG file that should have been created inside FSX\fsdreamteam\couatl