Raze_Larian: Did you install the 'Localization Fix' listed in the library entry for the game?
I installed through GOG Galaxy so all patches should have been applied already, but I just tried out installing the "Localization fix" anyway, doesn't seem to have changed anything. Still no language selection in game and the language selection when holding down command while starting the game is still disabled and says to use Steam's language selection instead.
The workaround mentioned here works to make the game default to English, so for me personally the problem is fixed, but the game should really be patched to offer a language selection for the GOG version, a quick google search reveals there are tons of people with this issue using all kinds of workarounds.
Step by step workaround for other people who have this issue:
1) Go to the folder where you (or GOG Galaxy) installs games, right click on "Divinity Original Sin Enhanced Edition.app", select "Show Package Contents" from the context menu.
2) A finder window opens. Double click on the Contents folder, then double click the Resources folder.
3) In there is a file called script.sh. You need to open this file with a text editor, not a word processor, a simple / programmer text editor, a word processor with Rich Text Formatting like TextEdit might mess up the file. If you don't know what that is, download Github's free and open source Atom text editor from atom.io and use that.
4) Find line number 4, starting with: lang=`defaults
5) Add a new line BELOW the line from step 4): lang="en"
6) Save the file, run the game as you normally would and it's now in English.
Check the rest of the file for other language codes to enter if you want to set a different language, like "ru" for Russian or "pl" for Polish. An update to the game might overwrite this change, so save this somewhere in case you need to do it again.