Exactly. Since the films were conceptualized at different times it's pretty much a given that not everything is going to line up. I love this film series with a passion (some films a lot more than others!) but even I am not gonna say they were perfect. That said just because a film is not lining up with another film, should not deter your enjoyment of that film. A great film is a great film.
The bigger inconsistency in FC (more than Prof X/Stewart saying Magneto helped him build Cerebro) is the origin of Magneto's helmet. Considering Magneto already sported the helmet in FC to block Xavier from stopping him from harming Shaw, Xavier should not have been surprised that "Magneto has found a way to block me [Xavier]" when asked by Wolverine about having trouble finding Magneto's lair in the first X-men.