Would it be possible for GSX to see which space FSX has assigned me and mark that as such on the parking selection menu?
Unfortunately, Simconnect doesn't provide with that information so, if we wanted to do this, we would have to resort to undocumented hacks, which would be a problem with so many different platform (FSX, FSX:SE, P3D, P3D 64 bit), since each one would require a separate hack, which would make the application less reliable and inherently less stable.
Also, many users are flying online with a real controller, so they like the ability for GSX to select any parking, which can be done even while on a approach, if you are close enough to the airport.
So, your best option would be wait for the default ATC to give you a parking, and then select the same one in GSX.