So, wow. I wrote a book on scenarios like this, called "Death from the Skies!" [affiliate link], and in one chapter I described what it would be like to have a nearby GRB go off. I put one much closer to the Eartha mere 100 light years away so the effects were, um, not so good (like, setting the Earth on fire not so good). But the farther away they are the dimmer and less dangerous they are, and several thousand light years is a decent buffer. In fact, I'd consider that close for one in our galaxy, and it hardly had any lasting effect on our planet! Don't get me wrong: If one of those went off now at that distance, it would be bad. Our atmosphere would absorb all the radiation and we'd be safe enough from all that here on Earth's surface, but we'd lose satellites, the interaction of the high-energy gamma rays would blow out power grids all over the planet, and our civilization would be in big trouble.