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If steam is loaded into memory, even if it is minimized, and you play this game, it may cause issues with your controller.

I had the game swiching the controller on and off because of Steam's Big Picture Mode. Closing Steam before playing this game on GOG may help controller performance on the game.

In fact Big Picture mode on Steam may mess up a lot of games played via GOG while Steam is loaded into memory.
I always have to hard exit steam whenever I want to use a controller nowadays, the way Steam hijacks controller input for its background Big Picture Mode is nonsense.