I just installed ixeg 737 and had the same issues when I clicked the 'Start with engines running'
The doors were open, etc.
The way I corrected this was to go to the 737 Main Menu (mouse the left side of the screen)
and click the second choice: "PREFLIGHT"
From the choices click "Ready to Fly"
Click on "RESTART" at the bottom..
You're good to go!
Note: This checkbox even overwrites the X-Plane 'Start with engines running' checkbox.