I'm sure this do nothing with any kind of spying. For me it happened only when we played online and I was the host. I guess this is some kind of status tracking leftover remaining from the Steam release or I don't know.

Possibly. I don't play online, and I see no reason why Larian should track single-player usage without the user's approval. The minimum information they get if I don't block this outbound connection attempt, is my IP and date and time of launching the game. Not really extremely sensitive information, I agree, but it's still my decision to provide it or not - or it should be. And I have no idea what other data Larian could steal from my PC (I'm not saying they do it, only that they could).

Be this as it may - I have asked Larian for an explanation, and let's see if and how they reply.

By the way, here is the definition of "spyware" according to Wikipedia:
"Spyware is software that aims to gather information about a person or organization without their knowledge, that may send such information to another entity without the consumer's consent, or that asserts control over a device without the consumer's knowledge."
With the exception of the "asserts control ..." part, this is exactly what I have observed.

Thanks. I would like to confirm that following your advice works and doesn't alert my firewall.

But this doesn't change my view on unapproved outbound connections. It can't be such a huge effort to add a liitle query like "Do you want the Autoupdater to search for updates?" before trying to establish the connection to your server.
That said, I know that many people complain that GOG sometimes takes a few days before releasing updates. But you shouldn't make the assumption that everyone is like that. I have seen it a couple of times that GOG does QA indeed, and doesn't accept updates which create more problems than they solve (I'm not saying this applies to your updates). I myself am happy to wait if that increases the quality of the software.