Sure a lot of people do this,arghhh,and yes backing up a legally owned game is also illegal.
Even if GOG or whoever else tells you otherwise,what counts is the law of the country you are in and the official licence that was made for the game by the rightful owners,if that states that there is to be no amount of reproduction without written content then that's that.
For legal purposes, GOG's EULA determines what can be done with reissued GOG installers and that quite clearly states you can certainly backup installers for personal usage and even continue to use them in the event GOG closes as long as you don't distribute them to other people (Section 17.3 to be precise), ie,
it's the whom not the how that determines legality. This isn't just in the user agreement with the end user, but also what publishers contractually agree to with GOG in order to be on GOG. For older retail discs, whilst you're technically correct about backing up ISO's falling under national law, first of all many nations do have fair use for format-shifting exclusions (eg, continuing to use legally purchased MS-DOS games / software that originally came on floppy disks from a backup stored on a HDD, or installing from a HDD / LAN for laptop's with no optical drive). Again, it's purchasing the license to use that matters more than being forced to use a different medium as long as only one copy in is use. Same reason you're allowed to burn your own DVD-R's / USB sticks of Windows install ISO's - it's who it's licensed to, not how it was installed that counts.
And secondly, as long as there's no piracy involved, literally everyone in the legal field ignores non-pirate backups for the same reason 75% of the population aren't going to go to jail for listening to ripped MP3's from legally purchased CD's on their MP3 players / phones, ie, there's zero real legal threat when there's zero money in suing and alienating your own honest customers who legally bought your stuff. It's nothing remotely like lawsuits targeting pirates for torrent
uploads whereby they can start multiplying damages claims of
"well you seeded a $5 CD to 10,000 people so $5 x 10,000 = we're suing for $50k"). None of my stuff was acquired that way and has never been uploaded / torrented, so
"well it's still technically illegal to use stuff you paid for and in theory someone could launch a $1,000 lawsuit to reclaim $2.99 in damages that isn't even lost income" is really just a theoretical thought exercise along the lines of
"but what if everyone who used an MP3 player to listen to their legally bought CD's went to jail", ie, 3-4bn people around the world are simply not going to jail for listening to their own legally purchased music in actual practise...