We're unfortunately also not as tax optimised as GOG or Steam. Want it or not, we're paying 21% VAT on each transaction on the Vault, regardless of where the sale happens.
If the VAT stays the same...why don't you keep prices constant across regions? Is Steam/retailers forcing you to charge more in Europe/less in the US?
But anyway, if you're not paying VAT on GoG sales I guess there's not that big a difference for you profit-wise whether people buy the game there or from the Vault.