In general, yes. GX captains make more than CX captains, so yes, you should negotiate for more money. That's industry "norm" - if there is such a thing.
Training costs of pilots should not factor into the equation. It's part of the purchase of a new/larger jet. Just like they'll need to re-train mechanics, maybe get a larger hangar, new parts supply, outfit the jet with new linens and dishes, etc. Buying a new jet is more than just the sticker price to drive it off the lot.
Good luck!