Windows always ask me to confirm whether I want to launch the game every time I try to run it. It's not like this for other GOG games I have, only this one. I don't want to disable the UAC either since it's just this one special case.


tl;dr how do I remove the Windows Shield logo from the game's executable?

Right-click the game's icon and on the Compatibility tab uncheck 'Run this program as an administrator'.



It may has to do with folder security settings. Most of the older games write config/save files into a subfolder of the main root directory (for example Outcast\userdata\savegames), in which your user account may have a limited (read-only) access which requires you to elevate to an administrator before doing write/modify operations.
Try changing permissions for your account:
#1 right-click on the System Shock 2 root directory
#2 select Properties
#3 select the Security tab
#4 modify access permissions for your user account

Hope this helps.