There are two ways of using RCON commands like "sv_cheats".
1. Use "ulx rcon" before "sv_cheats" (Example: "ulx rcon sv_cheats 1"). This command is by default only for group "superadmin" in ULX.
2. Use something like HLSW with RCON password to connect to the server and use "sv_cheats 1" in console there.
Even if you're "superadmin", it doesn't mean you're the "operator" (the server isn't hosted through your Garry's Mod game, it shouldn't be either). Since that's the case, only the server can change "sv_cheats" (and more commands), unless done through RCON using an RCON password (as you said) or by using "ulx rcon" in ULX (as stated by others).
You are not supposed to be able to use just "sv_cheats" in the game console, even as a superadmin.