That is perfect. There is nothing wrong in creating 3 output signals for RE, OE and WE.
Two points to remember while designing a state machine with GPIF II designer:
1. Only inputs to your FX3 device will be available for state transition.
2. As your FX3 acting as a master device, your FX3 needs to drive those output signals. And this should be done from the state actions. You need to add DR_GPIO to a state and you need to select which GPIO you want to drive.