The 737 NGUx does have pitot covers.
At least, they are there in the airplane .MDL file, even if I don't know how to enable them from the plane. However, I can turn them on by setting the variable that controls them, see the attached screenshot, taken after setting the relevant variable manually. The variable that controls pitot covers in the NGXu is named:
L:NGXPitotCovers
And the pitot covers will appear if that variable is set to any value other than zero.
It's possible that, even if PMDG has removed (or didn't make very obvious how to find it) the option to control the pitot covers to users, it's possible their own internal simulation is still using it, otherwise they wouldn't included it in the model. And, at some time, that variable must have set to a non-zero value, perhaps some parts of the PMDG code still handle that variable, because it's code ported from the old NGX.
That variable is always set to zero when the airplane loads, so pitot covers don't show up. If you see the message from GSX asking to remove them, it can only means something must have set to 1 when GSX checked so, I'm sure the pitot covers must have been visible at that time.
Nothing in GSX sets any of these variables to the airplane, things like ground connections, doors, chocks, brakes, etc. are NEVER touched by GSX, which is only checking their status, but it will never try to change it.
So, either the PMDG own code is still acting on the pitot cover variables, or you have another 3rd party product that is supposed to interface with the PMDG that might still use code from the old version, likely because, since the pitot covers ARE modeled in the PMDG NGXu and CAN be controlled by the same variable of the previous version, they must have done the same assumption GSX did, that those are still available, even if it seems not possible to control them anymore from the PMDG interface, so that other software might have set that variable to 1.
The only thing you can be sure of, if GSX told you to remove the covers, it was because that variable WAS non-zero, so something must have set it, and you can be sure it wasn't GSX itself.
