Lord_Kane: its probably people who don't know how to unsubscribe from GOG's Newsletter so they mark GOG emails as spam or pishing and eventually the service will filter it to there, but you can mark it as safe on your end.
Funny enough, newsletters don't get auto-marked as spam, only purchase confirmations and two factor authentification.
According to Google, the reason for the flag is that these mails contain dangerous links. I checked all links and they are very generic, no user ID or anything is used.
Edit: JFI, The purchase I made today didn't end up in spam.
But don't get your hopes up yet.