I guess the higher price originates in the following mindset:
"Ah, so they want it without any Digital Rights Management and without regional pricing? No problem, we'll simply raise the price to 12.49$, so Europeans will have to pay 9.99€ (9.99€ equals roughly 12.49$), as they have to with other distributors like Steam."
And there you go, one world, one price, but it comes at a cost.
Is this fair? No. Do I care? Not really. I gladly paid more money for a DRM-free version of one of my favourite games. I just hope this practise won't be the new standard for regional-pricing-loving publishers coming to GOG in the future.
Oh, and the game was 20% off in the first week, hence the 9.99$ price, in case anyone still wondered.