I was hoping that one of Checkpoint sales engineers would answer that but in short absolutely no issues. PCI and VSX can live happily together as any other visualised infrastructure - the only question is deploying and operating it correctly so you fulfil PCI requirements (just like any other firewall). I worked in a company that run whole enterprise environment on VSX and they were rubber stamped by PCI audit.
Regarding Compliance blade you should read ARTG if you need full details (sk120256)
It says in notes: The Compliance blade supports VSX Gateways / VSX Clusters running R77.20 and above.
By design, the "Security Best Practices" for "Gaia OS" are not checked on VSX Gateways / VSX Clusters.
But get a Checkpoint sales engineer on phone that can answer all those questions