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Why am I trying to connect to gamersgate and how do I get it to stop?
This question / problem has been solved by Projectsonicimage
Turns out there are 2 exe files. When the installer sets up a shortcut on my desktop it uses eu3.exe which is some kind of launcher thingie. I changed the shortcut to use eu3game.exe and it bypasses the launcher and goes straight to the game.

I'd mark this as the solution to my question but you can't do that on your own posts. If anyone responds at all I will use their post to mark this thread as answered.
I've had this problem as well. The launcher just outright won't launch at all, and Galaxy tries to launch from that EXE. The main EU3 EXE does work, however.