CthuluIsSpy: Besides, if you really want to back up your stuff, just burn your own discs.
timppu: I think the main obstacle was not the part of burning a disc, but downloading lots of (e.g. 400+) GOG games, especially through a slow or unreliable internet connection which might also have transfer caps.
I'd personally be fine downloading lots of GOG games (I can use either 10Mbps ADSL at home, or 100MBps broadband at work, both uncapped), but the GOG downloader client itself isn't that suitable currently for downloading masses of games. No "Download all games + extras" button, you see...?
Anybody rich enough to be in the position of buying 400+ games all at once for personal use, is probably rich enough to have a reliable internet connection.
I've got over 100 and that's over several years that I've been here. Once the initial download is complete, then you're only talking about downloading updates or when files are corrupted.
Seriously, having to worry about the bandwidth after buying that many games at once is a problem that I'd like to have.