Starmaker: No. To play a game legally, you need an end user license. To get a license, you need to buy one from a copy reseller authorized by the rightsholder (such as GOG) -- that's what "copyright" means. Third-party sites aren't authorized. Buying a key from Kinguin is like downloading a game from TPB and flushing cash down the toilet, except worse, because money flushed down the toilet doesn't go on to fund moar illegal activities such as more card fraud and hospital ransomware (both of which kill people).
If you want to play a commercial game, buy a legal copy. If you can't afford a legal copy, consider playing something else to support indie developers -- there are tons of cheap and free games which are nevertheless good and need an audience more than they need money. Can't pay (e.g. "banking while brown", no way to pay electronically)? Pirate and donate cash to a charity. No money at all (e.g. a kid in a wingnut household)? Just pirate.
Any of the above is strictly better than giving money to criminals instead of the devs and acting like nothing's wrong.
This. So much this.