Sakiko: But consider that PayPal has their own currency exchange rates, which are always more expensive than the "official" exchange rates (on which GoG bases their prices) - PayPal wants to earn money with transactions you do with them after all, that's what they live on.
Erich_Zann: That was kind of my point - that for Eurozone people paying with paypal, using local currency on GOG is cheaper than sticking to USD.
Oh alright :)
Absolutely, yes - you don't do yourself any favor by switching to US$ as the displayed currency and then pay in US$ via PayPal, because additionally to the extra cost of the regional price (which you automatically have with a European IP address, no matter what currency you have the prices displayed in) you have to fork out even more money because of PayPal's more expensive exchange rate (since PayPal has to then convert € to US$ for GOG for you).
The only way to bypass regional pricing would be to get an IP address of a country where regional prices don't apply via a proxy or VPN, but that would most certainly be a violation of terms of services and a legal limbo.