That's correct. The SODE menu will see only jetways created using SODE itself, but jetways created by GSX will require to use the GSX menu.
Note that, the GSX menu will also see jetways created by SODE (es. non-FSDT sceneries that use SODE) so, basically, you can just use the GSX menu everytime, which has the added benefit of improving accuracy, since GSX will send its airplane configuration to SODE.