First of all: no need to patronize me, I'm very well aware of the implications, as stated above.
I'm not patronizing you, I'm just telling you that an actual package designed for a given distribution is a preferrable option when supporting said distribution. I for one prefer just extracting an executable/directory into my /home folder and just go from there, but that's not really the correct way to do your official installation for official support of an operating system - it's fairly easy to make a script to extract or even convert a package into one compatible with another distro, but if GOG should say "Oh, we support Ubuntu", they should do precisely that, in fullest extent of the word 'support', without the need for the user to make his own shortcuts and his own references.
Those systems were indeed designed the way they were and that was: a multiuser environment were applications are executed with user privileges. Also, keep in mind that ANYBODY with physical access can compromise your machine at will. It doesn't matter if you're using Windows or Linux. You could simply boot from a rescue CD and chroot into your installation.
Well... Duh, they could also kick the computer open, rip the harddrive out and burn your house, I don't think people use those precautions out of the fear that their close ones will sabotage their computer on purpose :-P