huh, that's curious.
I actually thought it worked like that after reading:
http://www.larian.com/forums/ubbthreads.php?ubb=showflat&Number=468356&an=54#Post468356If it's true that there is no "Multiplayer Lobby" on the GoG.com-Version then they I would interpret that post as a lie meaning there are indeed significant differences between the versions (that can't be compensated by logging in to Steam and adding the game as a "non-Steam Game")