1. Background.

I have always used CNY as my currency since I resided in Mainland China for several years. The application accepted UnionPay, Wechat pay, and Alipay (the last two are for Mainland Chinese only).
Several days ago I have moved to Hong Kong SAR and my GOG Galaxy currency changed to USD. The choice to use USD in HK SAR is more than questionable but the shop permanently locks currency to USD in the privacy settings. There is no option of using UnionPay, Wechat pay, and Alipay anymore. But there is an option for how to change the currency.

2. Options.

In both options, you need a working VPN service since the shop currency is bonded to your IP address. Also, beware - the choice of using certain VPN services is your own responsibility.

1) If you use GOG Galaxy you may delete the folder 'common' in your GOG Galaxy directory on your laptop.
I didn't use this option.

2) If you accidentally accepted cookies and other info from the website, you need to delete them in your browser settings. Then, change your IP (the easiest way - VPN), then access the GOG website and check the language and pricing on the main page. It should change. If it didn't change try to reload the page using ctrl+F5. Then, log in. You will see an option now: USD or the currency based on your IP.

3. Comparison to other services.

GOG allows changing currency but requires a VPN service to make it happen. However, customer support is useless in helping here. I have tried - they just told: "Oh, we can't help you, it's based on the IP".
EGS doesn't allow any changes in the currency settings unless you physically changed your location. As for the Mainland users, they only accept Wechat pay and Alipay. So, it means foreigners residing in Mainland China are excluded from the services of EGS, since they can only use UnionPay. EGS doesn't provide UnionPay support.
Steam allows region changing and as a result changing of the currency. IP doesn't automatically change your shop preferences. For the Mainland Chinese users (both: foreigners and Chinese) all types of pay are allowed, including UnionPay. It's very convenient.

UPD.: recently (October 2021) UnionPay is not allowed for use in Steam. Only Alipay and Wechat pay. However, these two services can be used ONLY with the Mainland China ID. Foreigners are not allowed to use them.

I wish the services made similar policies of freedom to choose the currency and payment method.

I hope this guide will help someone since there are questions about 'locked' currency in the GOG Galaxy app. I have found the solution myself. The customer support didn't help me. And I also saw several posts here and on Reddit regarding the same issue.

P.S.: sometimes it's impossible to post a message if there is any directory link in your post. It may be related to the reputation restrictions.

Good to know babutto. Thanks for sharing

Thanks Brother!

谢谢你分享这个信息!

Some updates.

Recently, I noticed that Taiwan, Hong Kong SAR, Japan, and the Philippines are within the USD zone (which is ridiculous). Russian prices are the cheapest, but GOG forbids to pay in their currency due to the imposed sanctions and automatically recalculates into USD, which is at least 1.5 higher.

Also, remember that VPN services started blocking Taiwan or mainland Chinese locations. It would be harder to obtain Chinese IP. Their prices are still lower than USD. Also, the swap to another currency is still possible using VPN and browser GOG ONLY!

Good luck, everyone. I don't understand why changing from USD to something else is so difficult. Especially while in Hong Kong. It just doesn't make any sense. Would be flexible to allow the use of CNY, USD and HKD.

Well, with the "one China policy", HK should be part of the mainland anyway, so the currency...
There is still the HK-dollar, which in my mind is a relict of the past. So, not sure how they handle it and maybe you can use both currencies now (mainland and local).

From my personal experience i can say that some countries got worse treatment than others in many aspects; for example when it comes to the currency exchange and/or even payment options. Simply completely unnecessary but ultimately those rules are in place in order to "get the most out of every market", it was never meant to be customer-friendly nor fair... which of course sounds heartbreaking but capitalism was never meant to be a place of heart, but a place of gain.

I also think that the economy in general should keep out of any "hostile" politics, yet this is not the case; as it will only hurt the weak, almost never the strong... it can not be in the interest of the customers.

Er, the price is determined by your location, hence the name of regional pricing, and so are the available currencies. GOG initially only offered USD and that remains the currency that's available for everyone, worldwide. EU countries also have the EUR option, whether or not they actually use the Euro. Otherwise, the local currency is an option if, and only if, GOG supports it. The list of available currencies is AUD, BRL, CAD, CHF, CNY, DKK, EUR, GBP, NOK, PLN, and SEK. So, in your specific case, HKD is not supported, and you're not actually in China (not for lack of trying on the part of China...) to be able to choose CNY. Anything else is obviously unavailable. And the pricing is the HK pricing.