Doubt it, the game probably expects galaxy to handle the save files, so the offline non-galaxy version probably still has some gog-made dll that at the very least takes care of knowing where to put the save file.
A lot of games that were ported/made with Steam in mind first and foremost are going to work like that, because Steam does something like that as well. Not all games use that functionality, but quite a few of them do.
Even if it puts the file in a folder named "galaxy", that doesn't mean that you're running galaxy. It makes sense to put the save file in the same place where it'd be if you were using galaxy. Makes the support team's life a lot easier.
It also has nothing to do with cloud saves, because SR4 for example has its save files in a sub-directory of the game's install path and it's compatible with cloud saves.
Finally, most games never let you pick where they put the save files. I really don't see how this could justify a refund.
