I haven't had that happen, but I was once charged for a game that didn't appear on my shelf. I contacted support and they added the game.

The problem is a network issue. It happens a lot with automated pay systems (not just for GOG). When you pay, a verification is sent back to the website (in this case GOG). The problem is that the payment goes through whether the verification is received or not. Ideally the payment should be canceled unless the website (in this case GOG) receives the verification and then sends another verification that the payment was received, but then what do you do if the payment processor doesn't receive that verification?

So, they just accept the payment and then have support to handle all the glitches.