Why doesn't GOG warn us in time, before any game removal? >:(

Because once they're told such things has to happen, they generally have to happen yesterday.

GOG have warned people in time before. But this was many years ago when they were, frankly, a far better site.

You mean last year? Fallout, Second Sight? Or in 2012 with XIII, Perimeter and Soldiers? Or in 2011 with Republic?
When they do have advance warning, they give us. When not, they don't. If you get a "Remove X from sale immediately", you don't (usually) get time to say "Hey guys, buy it now because we'll have to remove it."

Indeed. They usually warn us when they can.

However, lately they have taken to only inform us of game removals via the game-specific subforums, as if people check the forum for every game on their wishlist daily. Every game removed from the catalog should be announced in the general forum, ahead of time when possible, after the fact when not.

"Greetings, I see you are selling bread that may have been improperly baked. Please refrain from selling it until we can clear the health concerns."
Can you sell the already baked bread, or do you refuse service even to customers ready to pay for it?

If GOG gets a "Stop selling at once" notice, they have to stop selling at once. Informing that they have to take it down means they didn't stop at once, with whatever legal repercussions that has.
Will have to check on Friday if the removal will be posted on the blog or not. Let's see if they cover removals as well as updates.

Sigh, so any title could disappear at any moment.. :(

I don't care about their blog. I care about their own site. I find it extremely annoying that GOG hands out different bits of information exclusively through different channels. It seems that if I want to know what's going on with GOG, I have to not only read their general news posts, but also check every subforum, follow them on Twitter, read their Facebook page, read their blog, watch everything they upload to their YouTube channel and monitor the headlines of about 15 different gaming news sites from around the world.

Is it really so unreasonable of me to expect that if GOG has news to impart to its customers, that they put it in a newspost on their site instead of any one of twenty-odd other places? I'm not saying they shouldn't share it anywhere else, I'm just saying they shouldn't only share it somewhere else.

So updates (or removals) of a game are posted on said game's forum, and collectively on the blog. Both in their main site, and somewhere else.
Why should an update about Shadowrun (or Quest for Glory, or Guilty Gear) be posted in the General forum?

Why should the release of a new game be posted in the General Forum? Why not just create the game-specific forum and make the release post there?

Because the general forum is also for news and announcements, but they don't announce game updates? They could of course create a "News and Announcement" subsection and just post the news there though.

A removal of a game from the catalog is not an "update". It is at least as significant an event as a new addition to the catalog. If games arriving on the site deserve to be reported in the general forum, then so do games leaving the site.

Personal preference. What I do is have two RSS feeds in the same place, with one getting the announcements and news, the other getting the blog. So all the announcements are seen from the same place, without any updates (and removal is an update, though a negative one unfortunately) cluttering the general discussion.
Would having a daily/weekly update thread in the forum be helpful? Possibly, but you'll have to ask GOG for that one.

Surely the frequency of game removals isn't so high that a newspost and a thread in general discussion (as for new releases) would clutter things up. It is after all quite a bit more important than random game updates...

Seems more like they don't want people to notice.