The idea is that any game from GOG should work out of the box, without requiring to download and install anything else (like redistributables). There are many users that don't want to be bothered with installing anything, or don't know how to do it. Others may want to install games on an offline computer.
This is also why we always bundle a PDF reader for games with manuals in pdf, and DirectX for the games that require it to work, even if we can assume that 99% of people already have them installed.
This way we are also 100% sure, that the libraries that are installed are exactly the ones a given game requires to work properly.

Trilarion makes a very good point too - things like DOSBox, ScummVM, or Visual Studio Redistributables are available for download now, but we can't assume it will stay like this forever. We can't just rely on external sources if what they provide is absolutely neccessary for our games to work.
For example - imagine that in few years the sources will still be available, but you'll need to register an account on a third-party website to download some neccessary redistributables. That would mean playing our games would require registering such account, and we don't want that.

As for using a system-wide installation of DOSBox - we could use that, but we have games that require different versions. Or if a user breaks this DOSBox instance (or uninstalls it, not knowing what it is), all his DOS games will stop working, and he won't be able to fix it by reinstalling them.

The current solution is basically a compromise in which we sacrifice disk space for reliability and ease of use.