My options are different:
Your options are the same as I've said: 3 options.
since I am already parked at the gate I selected "Just warp me there" (also my engines are not running and the doors are open)
Now it's clear what your problem is, and it's an AFCAD conflict caused by another scenery. When you are parked, you are NOT supposed to see the gate selection menu, you are supposed to see the GSX service menu.
If you see the gate selection menu, it's because GSX thinks you are still outside the parking, because it's reading data from the AFCAD of another conflicting scenery.
If you open the "customize airport positions" menu from the GSX main menu, the parking customization dialog will tell you the name of the AFCAD used by GSX, which will give you some idea of which scenery is conflicting.