I don't know as I don't make the Linux builds, perhaps because it's a Wine-wrapped build and maybe installing the game game from a .deb would interfere with Wine on the system. Again, I really don't know all the details :)
Files installed via a .deb package are not user-writable, but the game probably needs to write in some folders (saves, settings, etc.).
I’ve done .deb packages of games running through WINE, depending on the system-wide WINE (i.e. not embedding it in the .deb), but I had to do some work with symbolic links to have user-writable files in some places. It does work well, but it needs (a lot) more work than a .tar.gz archive which can be unarchived in the user $HOME therefore being fully user-writable.
Both methods (.deb and .tar.gz) have pros and cons, and I understand fully why GOG Penguin Squadron chose the easiest to implement.
(hey, I bet they’re the ones doing the Linux tech support too)
I hope that I wrote something understandable by non-techy people ;)
Elsewise, just tell me and I’ll try to explain better…