For all the games listed in this post, direct play over the Internet requires the players to determine the host IP address through external means (IM, Discord, Mumble, etc.). While less convenient than an in-game matchmaking service, this is excellent future proofing, since it does not require a matchmaking service to continue running year after year.
AI War: Fleet Command has direct-connect multiplayer without GOG Galaxy. Guests enter the IP address of the host, then communicate via UDP on a player-chosen port (with a default provided by the developers, but configurable if players so choose). No dedicated matchmaker is provided by the developers.
Baldur's Gate / Icewind Dale are listed as
local multiplayer via LAN. This is not wrong, but is incomplete. Some LAN play games insist on discovering the host via broadcast. These games allow the player to enter any reachable IP address, so they can be played over the Internet without Galaxy.
Descent+Descent 2 (no longer available for sale, but still available to customers who purchased before removal) predate Internet multiplayer as we think of it today, but their assets can be used for the source code ports Descent-XL and Descent: Rebirth, both of which support UDP play over the Internet. The source ports each include their own matchmaking tracker. The source ports cannot cross-play: all users in a game must be on the same source port.
Sins of a Solar Empire: Rebellion has direct-connect multiplayer without GOG Galaxy. Guests enter the IP address of the host, then communicate over TCP. Guests can configure the join port, but I don't see an obvious way for the host to configure the listening port. The publisher provides a matchmaking service.
