======EDIT 3 : Actually using cmd.exe is even easier ^_^ ====
Explanation: There were actually two issues: One: The Steam Shortcut still runs Croc64.exe rather than GalaxyClient (which I had not noticed) and two the GalaxyID which is apparently not the one returned by the Api.

Just thought I'd remind people who use Steam as their primary launcher that you can add Gog Galaxy games to Steam with working cloud sync.... it's just really, really counter-intuitive >_<

Go to Steam, Games Menu, "Add a Non-Steam game".
Click on browse and add "C:\Windows\System32\cmd.exe". Select it again in the "Add a Non-Steam Game" list and click "Add selected programs".
The reason we use Cmd.exe is that you can only add each file once in Steam, except for Windows components. Also it can be used to launch other programs.
Right-click on the Cmd entry in Steam and open Properties.
Under Launch options paste this:
/C start "" "C:\Program Files (x86)\GOG Galaxy\GalaxyClient.exe" /gameId=1152820153 /command=runGame
Since you're already here you might also want to change the name and the icon :)

Close the window and the next time you launch Croc64 Galaxy will launch along with it and sync correctly.

Hope this helps other people who don't want to lose their savegames

Best Wishes
Hans Schmucker