No. In base FW's for FM/FMB devices the answer to sms command is sent via sms (receiver sms number == response sms number, and answer to GPRS command is sent via GPRS (on the same socket connection).
What you want would be new functionality. I.e. we would need to set a rule set:
1. under what conditions to send answer to X (gprs, sms). I.e. on any receveid command via sms -> send answer via gprs?
Or only on specific commands. Or only on commands received from say sms numbers configured @ device.
2. Where to answer if input command is received via sms:
2.1 answer via gprs via usual records server? or to some other server.
2.2 if command received via gprs - to what sms number to send response? to #1 configured @ device or some other?
This would be new functionality. But basically what i'm saying it can be done.
But base FW's dont have what you want.