Well GOG offered me a refund. So happy days. Off to buy the Steam version.
They admitted to me that the multiplayer description was poorly worded. It has been changed to the following this morning:
Multiplayer notice:: The game's multiplayer mode is only available via Direct IP. It is compatible with the DRM-free versions of the game bought on GOG.com AND with the versions that use Steamworks, however you need to know the host's IP address in order to connect.
