The cones are not in the "wrong" position. By default, their are placed exactly where the airplane developer has indicated to be the center of thrust of the engines.
Unfortunately, there's no standard: some developers place the center of thrust in front of the engine, some in the middle, some in the rear, some in a totally strange place (so I wonder how all of them could claim a "realistic" flight model, since not all solutions can be all correct at the same time...).
Which is why, GSX offers you the ability to override the engine positions as defined by the airplane developer, in the GSX airplane configuration page. This will affect the cone placement. You must position the point in the middle of the engine.
