That is quite strange. As I'm sure you are aware, it's just a pair of dry relay contacts in the CCGX too.
I wonder where you have wired the additional relay? Is it close to the generator or is it close to the CCGX? The difference being that if the generator input is sensitive enough, it might be responding to noise introduced on the start wires. A relay coil would not be sensitive enough to noise on the wires and so the problem goes away if it is wired close to the generator.
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