Whenever you accept these free games, GOG does add you to a marketing list.
If you're not interested in your information being sold to advertisers, go to your settings and make sure the below tick box is unticked. Every time you claim a free game from GOG through their giveaways, the below box is always ticked.
I’m actually surprised this is on by default in the EU. Guess they try to classify it as legitimate interest.
Epic games has the same flag when you pick up one of the free games during the order confirmation step and it’s checked by default outside of the EU but unchecked in the EU.