I'm trying to play Wolfenstein The Old Blood without gog. But the GOG advertises as all the games are drm-free. It is really true? So why gog ask my login to play the game?

how are you starting the game? clicking on the games exe or a shortcut? check if the shortcut links to galaxy.
or it asking for another kind of login? if so, can you just skip it?

Shortcut.
So I discovered the problem, I didn't know about it, but in order to play a game really drm-free, without requiring gog log, I need to find the offline installer of the game, called offline installer backup. I tested with the Dying Light, and requires gog account, because there is no offline installer in my pc.

Ok, I got the problem, the shortcut is the client galaxy. To play really drm-free, even from gog is manually add the game's exe from desktop.

told you so :P

There is no way to add .exe shortcut directly from desktop? Because at this moment, any game is adding the client version of the shortuct.

You have two and a half option if you are using Galaxy 2. ;p

1½. Edit the shortcut so that it points to the actual exe of the game you want to play or delete it and create a new one.
2. Download the installer instead of installing the game through Galaxy. The installers create normal shortcuts.

They really need to look into this (and all other broken features).
An option to choose if you want the shortcuts to point to the Galaxy client or directly to the games is needed.