in this case on the picture, the "Remember to operate the jetway", doesn't appear.
In your initial message, you said GSX gave that message. I can only confirm that, if you don't see a front passenger stairs, it means that GSX HAS detected a jetway on that parking, and it should give you the message.
Of course, you can CHECK if GSX has found a jetway there (and, eventually, change the setting) using the Parking customization feature. The GSX manual has a complete explanation how to use it.
and, how can I turn the "complexity" higher? (what is this actually? (-> i am german, sry))
It's in the FSX Graphic options. No idea how is named in german, my FSX is in italian...