Surely the reason they had to validate was that they're a UK store and you're not from the UK?

Yes, but I have never needed to be validated before on Gamersgate, GOG.com or Steam.
I also got Batman Arkham City working with the CD key they supplied but I beat the game just last night. It's way too short. So many GOG games are much longer than that and their file size is about 80% smaller.

After this topic, I did a little reading and it looks like you are not alone in your problems with this service. Not receiving an activation code is a very common complaint

http://www.gamespot.com/forums/topic/26600954
http://www.trustpilot.com/review/www.gamesplanet.com
http://www.reviewcentre.com/reviews84577.html
http://www.ciao.co.uk/Reviews/Gamesplanet_co_uk__5333821
Their wot score: http://www.mywot.com/en/scorecard/gamesplanet.com

I wouldn't go back to them if I were you. Sometimes it is better to spend a little more and get it from a reliable source then get completely ripped off.

edit: I see that you got your code. I still would avoid them in the future