It is more like getting a scratched DVD, but I get your point.
In your defense that happened to me once with a game. I bought it off Amazon and when I got it the cd was scratched and unplayable. The vendor IMMEDIATELY refunded the full purchase and when I asked him if he wanted the disc back he replied, "What the hell am I going to do with it!?" :P
Similar situation here - I ordered a hard-to-obtain book that was rather pricey, and when it arrived it was the "teaching guide" for the book, not the book itself. I contact the seller and they refunded the cost, and they didn't want the book back either. It was a useless item on its own so I got rid of it too.
A damaged CD is pretty much useless, unless you want to use it to scare crows from your cornfield. But a digital downloaded game is still very useful, even if not to you, so there's no reason GOG would benefit from letting you keep it.