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Hmm, that should be good then. Have you installed the game from the offline/backup installer and then synced it with Galaxy?
It does sound weird. If you installed it from Galaxy and played it from there the game should save in AppData\Local\GOG.com\Galaxy\Applications\51964741675694916\Storage\Shared\Files - could you check if there's anything at all in there?
That's... weird. Glad it worked though! :P