In answer to your question, Havok provides c++ SDK I believe and thus is perfectly integratable with 3DGS WMPs and WDLs through the SDK.

Now then, what about the 3DGS PE? You sweep aside Newton PE, but what about 3DGS PE? Where does it fall short?

As to your choice,, I guess it comes down to how important certain key features are to you. If ragdolls and the full spectrum of PE support is what you need, Havok is the only professional solution. If not, then you can find a professional solution in either Newton or 3DGS. All I've seen of havok are their demos at the GDC and few things it can do that you can do with 3DGS PE or "fake" physics.

Also, wouldn't your monies be better spent in other areas of your Game Development rather than putting down $70k for non royalty based liscence alone??? Are you using a another liscense?