k_mar: This didn't work, unfortunately. Also tried to reinstall, nothing.
It seems GOG simply botched the release so the best thing is to wait for a fix.
The editor exits with some Steam error, so most likely somebody just did a bad job porting the steam version.
Well, for me it runs fine "out of the box", but I used the installer downloaded from the website, I didn't install via GOG Galaxy.
Once it had installed I first loaded up the benchmark, set it to max settings, high shadows, MSAA x4 and launched the benchmark. It took a while to load up but once it did it played the benchmark fine. Then I started up the game and it just worked.
I've not tried the DirectX 9 mode, but being as the DirectX 10 mode is graphically superior and it runs fine I've not needed to use the Direct X 9 mode.