slurple: I am pretty sure you need a cdkey just to join the lobby. Can you try to join a game?
Before installing the GoG version, did you have retail? Perhaps when you uninstalled the retail version it left a cdkey in your registry?
I actually did have the original retail version installed before the GOG version. I had uninstalled the CD version first but I was able to find the Serial number for the CD version still in my registry.
I removed the entire Shiny folder from the registry and I am still able to get to the lobby. There was no one there so I still haven't tried to join a game. Has anyone else experimented with it? I'd be willing to try to set up a game with a fellow GOG member to see if it does indeed stop you from playing online.