I have the same issue. I also send a bug report to THQ/Grimlore using the link shared earlier.
I do wonder why the developers went with standalone expansions instead of traditional expansions. In the latter case, there would have been no issues with skirmish mode for GOG users.
On the other hand, the 8-Bit RTS games use a similar system where if you install all of the standalone games, you get access to all of the different factions in skirmish and multiplayer (Armies, Hordes, Invaders). So this isn't a problem that should exist really. What I fear is that THQ will oblige us to create an account to access this stuff in skirmish, which sort of defeats the purpose of releasing a game "DRM free" (and will create problems when at some point the publisher pulls the plug on the servers, which is inevitable).
In short, I hope this gets resolved soon. These games are great.