I remember from the Steam version of the game there was a problem where FSW constantly trying to connect to a no longer available server caused lag/stuttering (fixable by disconnecting from the internet ...). Was this fixed in the GOG version?

Dunno if the problem is fixed in the GOG version, but if it is not there is a simpler solution than constantly toggling the network functionality of your computer just to play the game.

Using Notepad (or your favorite text editior), create or open the file
C:\windows\system32\drivers\etc\hosts (note there is no extension!)

Add the following line to the bottom of the file:

127.0.0.1 fswpc.available.gamespy.com


This redirects any attempts to connect to the non-existent gamespy server back to your own computer, so the game isn't waiting for its attempts to time out on the internet.

I haven't tried this with the GOG version, but it works with the original retail and the Steam versions.