I recently built a new PC and I'm using Windows 11 24H2. Every time I launch Galaxy I get a Windows Program Compatibility Assistant window popup that says:
This module is blocked from loading into the Loacal Security Authority.
\Device\HarddiskVolume4\Program Files\Bonjour\mdnsNSP.dll

This wasn't happening on my old PC with Windows 10.

Bonjour is a piece of Apple software. No idea why launching GOG Galaxy would trigger that warning, or why it's installed on your Windows system in the first place. Maybe it piggybacked along with iTunes or similar.

See if you can uninstall it from either the Settings app or Control Panel. This may prevent iTunes from working correctly. You can also just go ahead and check "Don't show this message again".