I thought the same. Everything else worked, but for whatever reason, only GOG didn’t. I actually still have the photo saved from it. I find errors about it dating back at least 2009. At the time I was looking into it, I found it was a common thing from some example code. And it wasn’t even new to GOG; the old installer had the same problem. Example, https://www.gog.com/forum/the_witcher_2/cannot_install_internal_error_failed_to_expand_shell_folder_constant_userdocs