I know I asked this question, but after about a days research (thanks to pointers from Rook!), I think I have the answer.
What GWT provides out-of-the-box will not protect you from CSRF. You have to take steps documented in Security for GWT Applications to stay secured.
GWT RPC sets "content-type" header to "text/x-gwt-rpc; charset=utf-8". While I didn't find a way to set this using HTML forms, it is trivial to do so in flash.
The custom headers - X-GWT-Permutation and X-GWT-Module-Base, are a bit more tricky. They cannot be set using HTML. Also, they cannot be set using Flash unless your server specifically allows it in crossdomain.xml. See Flash Player 10 Security.
In addition, when a SWF file wishes to
send custom HTTP headers anywhere
other than its own host of origin,
there must be a policy file on the
HTTP server to which the request is
being sent. This policy file must
enumerate the SWF file's host of
origin (or a larger set of hosts) as
being allowed to send custom request
headers to that host.
Now GWT's RPC comes in two flavours. There is the old, custom-serialization format RPC, and the new, JSON based de-RPC. AFAICT, client code always sets these request headers. The old style RPC doesn't now enforce these headers on server side, and thus a CSRF attack is possible. The new style de-RPC enforces these headers, and thus it may or may not be possible to attack them.
Overall, I'd say if you care about security, make sure you send strong CSRF tokens in your request, and don't rely on GWT to prevent it for you.