It did happen sometimes even on Windows. When dealin with CDs games. Standard Windows mount app cant handle properly CDFS filesystem to NTFC if files there present as folders. Like many old (Win9x) and older (DOS) game do. Cab archives installed correctly, but folder-presented files can be skipped. Empty folders or 0-sized files. Or even normal files-folders.
This is what im faced copied files from CDs (DRMfree game) to harddrive and install game from there. Half of game folder are empty as result. I didnt even use Windows mount app (im use DT or Alcohol for that). Issue come from NTFS-NTFS itself.

As for Linux it is more complicated. Since NTFS not fully supported, Capital letters slashes and few else symbols considered as differ. If installer\script looking for /Briefing/ folder to copy it to destination location but source location have only /briefing/ it can skip it. And wont even tell it did that (since there is no crc-errors in downloaded files there is no corrupted installation error messages).

Anyway on any OS. First thing first - validate game installation after downloading. Always. Any gaming service (or p2p\torrent clients or any having such validate feature).
Some games probably just cant be installed from Windows emulators and require Windows OS to install game and move ready-to-play folder to another location on Linux. Or few manually tweaked tricks with files\folders.

You can refer to GOGDB to look how it supposed to be... But GOG Galaxy builds are differ from GOG (offline) ones.
UPD: Hmm... And maybe there is a reason for that issue. GOG version DO created empty folder games (well on Windows if install process are correct).
GOG Galaxy current version probably wont do that suppsoed that game itself will create that.
Or maybe it did. GOGDB not relaly show that. Older build have such empty folder. New build probably also have it created at first launch by execute install_script file arguments.
So validating will make GOG Galaxy repeat such install script argument applied again.
If validating wont help probably install_script always work messy on Linux. Windows SO needed in that case.

I doubt GOG failed it since this empty folder been there in too much older build and few newest ones are not have it according to GOGDB
http://www.gogdb.org/product/1207658915