I dislike that they did that. Now, I have to go back through my bookmarks and change them so that they actually work, without having to first go to secure.gog.com. It's annoying, really.
For this and a few other cases, yes, it is annoying. Normally though, it's the same domain being accessed via both http and https protocols, and I'd wager Firefox' behaviour makes more people browse securely than would otherwise do so, which is why I think it's usually a good idea.