Ok so... haven't used GOG.COM for months might even be a year or more.
Came here to look for a specific old game. (The Dig)
Then saw some other interesting titles.
I know GOG.com was pretty cheap back when I actively used it.
But then I saw the prices of other games.
What the hell happened?
Are they going nuts?
71,40 Euros for some games while they are around 50 at sites.
Are they trying to lose customers? Or is this some sort of reverse psychology?

Can you give some specific examples, hard to examine things if we are not provided context.

Only buy games on sale, only buy old(er) games, then it's no problem.

You think that's bad try being an Australian customer!

You think that’s bad try buying KoA : reshaded, bargain at twice the price!

A number of games have had their discounts permanently reduced from 75-80% to 50-66% since around last autumn. If you're interested, someone archived the old GOG sales tracker, and it's very easy to compare what the old prices used to be on the Best Prior Deals tab. Eg, Zeus & Pharaoh currently on sale for $4.99 have been at that price due to a 50% discount reduction off for the past 4-5x sales, yet for years prior to the Autumn 2019 rises were at 75-80% ($1.99-$2.49). A lot of others like BeamDog's EE's have also doubled in price (ID:EE = $3 (2019) vs $10 (2020) due to similar discount reductions). I've no idea why, only GOG can answer that.

I thought the publishers set the prices, not gog?

The original poster has it worse actually.
Magog has a nice summary of regional pricing (excludes recent releases)

While some games are more expensive in Australia, others are cheaper so that averaged out we get a 4.25% discount across all games at the current exchange rate.

Netherlands, the OP's region, has an average 10.07% higher price averaged across all games.

They are the single most expensive region in the world.

Some games were bought by a different company then rereleased with some extras i.e Baldurs Gate and a higher price tag.
Other games like Descent 1 and 2 pack were split into single games thus costing double the price to get them.

When I first joined GOG in 2012, one could find a lot of older games at prices like $0.99 and such. Less than $5. Of course, these were older games and some could found as abandon ware. GOG now sells some games which would be $50-$60 games if bought in a jewel case at a brick and mortar store. Then there's the addition of galaxy and galaxy 2 which I'm sure increased the amount GOG needed to keep operating.

As an old man, I remember with fondness actually getting a printed manual with games bought at a brick and mortar store, which could be read while contemplating on a porcelain throne (yes, that's where I usually read the manual before starting a game). Then again, I can remember buying loaves of bread for 35 cents and gasoline for 30 cents per gallon.

Yep, many game prices have just gone up again, between $1 and $4 AUD, for the second time in about a year.

If you don't follow many games, you may not have noticed, but I certainly have.

I'm talking about the base price before any discount.

If you want to know which ones, have a good look at my Wishlist ... many of those.

I mentioned this to a friend in passing a few days ago. At first he disagreed with me, because he hadn't noticed, then he went looking and later came back and told me I was right.

I know this because I keep somewhat detailed records and many of them were on the cusp of being bought by me ... but not now.

Many doesn't necessarily mean most.

It's an old trick. Bump up the standard price a bit, then give a great seeming percent discount, which is a dollar or more than the last time it was discounted, which was usually with a lesser percent. So what is dearer now with 80% off, was cheaper when it was 75% off.

P.S. I am guessing every cent counts for GOG right now.

bitcoins

Christmas sale is just 3 months away. I am sure you can wait until then to buy discounted games.

Guess it happened almost a month ago?