Where were these bought?
No GOG is free from Digital Rights Management. The games that GOG sell do not restrict what the user can do with them after purchase. You can play offline or online with no requirement to have a launcher such as Steam, UPlay, Origin or Epic.
So do you have to initiate your chile VPN every time you play this?
Northgard was good! Bought that on release
True.. Especially since this game requires semi decent hardware to run it properly. If someone is willing to spend a good couple of hundred on hardware then surely you could spend £10 for a game