According to jkdf2.net:
Steam and GOG do not provide the required DirectPlay registry keys to play Jedi Knight and Mysteries of the Sith on DirectPlay gaming services such as Voobly or GameRanger.
I've tried playing on my local network but the clients never found the game I had set on another host. I might be wrong but I'm almost sure it's because of the aforementioned quote.
The message above means these clients won't automatically find the game, but it still works either by manually providing the install folder, or by adding those registry keys manually.
The GameRanger client was very helpful to diagnose issues with my router. Apparently, my ISP had the firewall disabled, enabling a "block-all mode" instead, where it would ignore my port forwarding settings and even block LAN game traffic. After enabling the firewall, my modem stopped ignoring my port settings.
I've tried multiplayer between my desktop (Windows 7, GOG original) and notebook (Windows 10, GOG version patched with dgVoodoo) and it works. Apologies to anyone who got misled by my original message.