WBGhiro: I think those little ads are the thing that keeps gog running long term.
Remember that all games are DRM free, which means that you can share an installer with a friend, and as soon as he installs the game he sees gog offers a lot more rad games likely making him interested in the site. Same goes for pirated installers.
What makes my friend interested in GOG is if I tell him what distinguishes GOG from Steam & Co: DRM free, money back guarantee, etc. If all he sees is an ad for a game, he will just try to find the cheapest store to buy it.
What keeps GOG running is their distinct business model, not that they sell game x or z, since these days it seems most "good old games" also find their way to steam.
And the pirate will most likely just do another search on his "illegal download platform" and download that game as well.
mind you, this is all a bit a academic discussion. In reality, clicking through the installer takes a few seconds and while the installer is working I just put it in the background and continue surfing, reading emails, get coffee, etc.
But since we live in an age where we get constantly bombarded with advertising, I find it worthwhile to argue for a bit less of it.
If I come to your store you can tell me all about your new products, products on sale, your top seller, those "people who bought this also bought..."-lists and whatever else you can think of. But if I bought something and go home with it, I don't want you to throw another ad banner at me when I'm unwrapping the product.
fair deal?