Pangaea666: Because GOG most certainly had a choice in the matter, and this isn't the only point GOG has been disappointing with lately. There has been a negative trend for some time, and this just adds to them. These were some of their best selling games for crying out loud.
Like I already said, and like Vitek said abouve me, GOG's choice was more than likely a lot more limited than you think
Why on earth would they stop selling a game that was probably one of their better sellers?
Because the people that own said game said they can't. GOG doesn't own the rights to baldur's gate, they can only sell it if the rights holder arrange a deal with them to do it.
If said rights holders say "nope sorry, can't sell it seperate any more" then they have no *real* choice.
They either do it the publisher's way and don't sell it seperate, in which case you can't buy it; or they do it the other way and say no, in which case you can't buy it.
GOG may do shitty things, I'm sure there's a long list of things that are iffy at best, but when the publisher doesn't want them to sell a game, they can't do jack shit about it.