Since for FSX we only updated the Stand-Alone Addon Mananger with the new installer (that takes the updated dll from internet every time), because there wasn't any updates needed for the sceneries, for the time being it might be better always installing the Addon Manager as last.
The message about being not recommended running FSX, usually happens only when there's a mixup of bglmanx.dll and bglmanx.dat files (maybe just one wasn't the correct version), and it doesn't normally happen, when correct versions of files are in place.
The new internet-based install should prevent this but, there might still be cases when files couldn't be updated, due to (for example) FSX not being closed properly and still locking files, wrong permissions, limited user account, etc. Sometimes it might be helpful rebooting and installing without having launched FSX.
Also, sometimes FSX simply gets confused: issue that warning, but the program runs anyway and, the next time you launch it, everything is normal.