AlienMind: The great thing about GOG at the moment is, that for the stuff you have bought already, it doesn't matter if GOG vanishes overnight.
Kerchatin: Assuming that one has already downloaded all of their games. If not, well then it's not so great...
I know for a fact that many users only 'download as they play' and don't keep a full backup of everything purchased, so if GOG did indeed disappear, a lot of people would be screwed.
That is the same for anything requiring the internet, however here it is slightly less as at least once you have downloaded something, then you don't need the internet any further, unlike certain well know stores.
As for "download as you play", if you can't be bothered to download things as you purchase them, then its really your own fault. You wouldn't buy a car and say, I will pick it up a few months later, just hope your still in business then, would you?