I had this game installed by an offline installer I got from the webstore before I installed GOG Galaxy, and played a little bit into the game and definitely saved.

Today I finally decided to try GOG Galaxy, went to "install" System Shock and told Galaxy where I had it installed.
It look like it discovered the files there, and only downloaded a few MB extra, before saying it was done.
However when I went to launch the game, there was no save files, and checking the save file location in the game's folder shows there's no saves in there either.

Did installing the game through GOG Galaxy get rid of my saves, or did something else maybe happen instead?

I wasn;t too far into the game, so I didn't lose very much progress, but it's still a pain to have lost my saves.