Sounds right to me. Code G is a direct transfer and not taxable. It only asked if it was to a ROTH to see if it should be taxable. It doesn't need to know it went to a 401K just to another retirement account (but not ROTH). Check the actual 1040. It should be on line 4a and zero taxable on 4b and say ROLLOVER by 4a. And nothing on lines 4c/4d for it.
