StingingVelvet: Never had Windows Defender say anything about GOG. Windows Defender is more than fine for regular home use in 2019, just an FYI.
I don't recall Avira Antivirus whining about GOG games/installers ever either. Then again, it isn't like I have installed all GOG games, for that matter, so I can't be fully sure there are such games.
Avira has given warnings (which I am pretty sure were false positives) from some other applications though, especially if talking about noCD cracks etc. I recall Windows Defender doing the same, and in my previous workplace Windows Defender gave me constant trouble with some Java developer thingie that I needed for my work, and I had to write a script so that I could from time to time recover that removed file. The company policy didn't let users touch their antivirus settings (so I couldn't mark it as an exception myself), and the IT department claimed it was already marked as an exception for all, yet the file kept disappearing due to MS Defender. Damn.
Not sure if these false positives are always due to the "heuristic" malware detections, and whether in general it would be just better to switch off that heuristic stuff, in case lots of false positives accumulate?
I wish though Avira would ASK me what to do with a file it detects. Nowadays it just quarantines the file, ie. moves it out of sight and renames it, I guess. Quite often that warning window goes by so fast that I am unsure which file it relocated.