GSX still works perfectly fine in Windows 7.
It's just that, in some cases (doesn't happen everywhere), there's a crash on exit, which can be safely ignored, since it happens when the simulator has already closed, so it won't affect anything, and Windows is certainly able to automatically free any resources that might be eventually not freed by that error.
That's the only extent of the issues of using Windows 7. But some users don't want to see that error, and asked for a fix, and in THAT'S what it means Windows 7 is "unsupported", because it IS. It's has been unsupported by Microsoft since 2015, and because of this we don't have any means to investigate on WHY this totally harmless error message appears.
Starting from January, Windows 7 will go *totally* unsupported by Microsoft, even the security updates will stop, and still using Windows 7 after that date, it's highly irresponsible, especially if your PC is connected to the internet, because all Windows 7 systems will become the prime target for hackers.
You bought the scenery when it was for FSX only, you can install what you bought and use it for the simulator you bought. If you want to use it in P3D4, you must use it on a supported OS, because that's the way the P3D4 version works.