Sometimes you want more than just data, and that's the majority of the time. The damage comes after the hijack. The poisoned code can call upon Galaxy's API that's running with administrative privileges at all times (according to the OP, which is most likely true given how windows works). Given that GOG is DRM free, and some sites host gog games, this is a very profitable vector of attack if you want a botnet. Not if it's running privileged. This is precisely what the OP is complaining about: it's privileged. The bigger problem is that it should have separate EXEs for this task if you're worried about security. Linux kinda works the same way, too: when the program is run, it runs privileges based on the user level (usually either root if sudo was used, or the user himself), it doesn't constantly ask for new permissions (except of the OS, but this is transparent to the user, and the attack vector would be to use the same permissions that were given to galaxy to make a higher level hijack [for example, using file writing permissions to overwrite galaxy, one of it's files, or a common and popular game with a poisoned version which then proceeds to stage another attack so if it gets caught the game or galaxy gets blamed]), so ultimately you have a similar issue, but since linux is designed much differently, this is much more complicated on linux.

Not really, it's called a backdoor. That's like the TEXTBOOK definition of a software security backdoor. It's actually a fairly large risk if some enterprising hacker wanted to hijack your machine, or a number of peoples' machines. Since the GOG audience is fairly small, it's less of a risk, but that's not to say no risk.

Let's say you wanted a Brazilian proxy server...

You would have to start by waxing most of the ip's!

Just so we're all on the same page, this was the conspiracy theory in question that got people wearing the foil hats.

I thought it was the Nintendo Ultra 64.