Why is that gdsr_sort=thumbs (GD start rating plugin) only works with query_posts and not with WP_Query?

It seems GD Star Rating uses get_query_var() to read query variables, which only reads this global $wp_query variable. query_posts() overwrites the global $wp_query variable, so it works there, but creating a new WP_Query (which is a good practice) will not work. You should contact the plugin author and ask for a fix.