Yeah I just got my key from GMG too, but it's listed as the EU version, so I don't know if I'll be able to buy DLC or anything.
This is kinda weird, to be honest - if I had known the game would be region-specific, I wouldn't have bought the key from GMG (and would've just gotten the game from Steam itself)...
What also sucks about it is that you can't even go to the store page from Steam if you're not in Europe, and going straight to the Sleeping Dogs page on Steam tells me I can still buy the game, which means it's kinda fucked.
Can you get banned for using a VPN to download the game? Can we also get banned from buying the keys from GMG if we're from North America? This is kinda stupid.