it's yes and no.Is that the case? My understanding is even the F-22 has to open its side bays in order to allow the AIM-9X's own seek head to have a clear line of sight to acquire a lock-on. For the J-XD, any sensors mounted on the bulge of the side bay doors will have a very close field-of-view to the internal missile's seeker head which may allow lock-on data to be transmitted seamlessly.
All quick bays other than J-20(it can outright stick wvr missile out and do traditional LOBL, too) work this way:
missile seeker starts tracking within the bay(from external angular feed, it by itself of course can't see anything yet), and when it gets out of the bay, it has immediate lock.
There's no need to co-locate sensors to get it work, it's very simple geometry anyways.