In all fairness, I've encountered several games over the years that ONLY work when installed to Program Files. So if GOG were to start selling such a game and you couldn't install into that directory, then it's a bit of a problem.
I'm pretty sure GOG would test before the release that you can at least install the GOG game and that it works. :)
Even if a game works fine under Program Files (GOG or otherwise), I still install it somewhere else like C:/Games/, just in case I want to mod it or something that involves changing or replacing some of the game files manually myself. Heck, I have installed even Steam outside Program Files.
Then again, the heck I know how future Windows versions will treat apps and games installed outside the default location, e.g. Program Files. Maybe in some future Windows revision you won't be able to install even legacy apps/games outside Program Files, for "security reasons".