Ok I thought the point of GoG was we did not have to have DRM etc.
Why is it that 2 different games now will not start directly from their executable but will start if I launch them from Galaxy?

This game - Kingmaker
And Pillars of Eternity 2.

Any ideas how to work around this?

Did you install all the patches and the DLC for the game properly? First you need to download all parts of the offline installer, then install, then apply all the patches that are with versions bigger than the version you installed and after all that you need to apply the DLCs. If you are still having problems with the installation i suggest you contact GOG customer support so they help you install your game.

1) Doesn't matter how you installed it, if you make a shortcut using the Galaxy App. THAT shortcut runs the game through the Galaxy App..
2) Go to install directory, they usually place a shortcut there to run the executable directly, right click on that and send to desktop.
3) In lieu of said shortcut, find the .exe run file and create a shortcut to desktop yourself.
4) Don't forget to right click properties on shortcut, set to Run As Administrator in Advanced, go to Compatibility and set "Run As Administrator" again but also "Disable Fullscreen Optimization". As well as any compatibility setting the game may require (if any).

Far as graphics applications & gaming, you always want Windows "Optimizations" of any kind OFF.
Same goes for Audio if you run into any. Drivers & Custom software do a much better job.

FYI - Unless you've downloaded the Unity Patcher for CVE-2025-59489 from https://discussions.unity.com/t/cve-2025-59489-patcher-tool/1688032 and ran it to successfully patch the game you can safely assume you've handed your PC to some random botnet by running it as Admin.