You own a version of the games, sure, but the version you own is effectively useless on a modern system.

Perhaps the taste is less sour if you consider what you are paying for here is someone else doing the hard work to get an old game to run on modern hardware, saving you all that frustration and effort and time.

Well not if you can dig up and get running the computer you bought the games for, or one say 5-10 years younger. Windows XP will do for anything on a CD, Windows 95 for anything on a 3.5 floppy. 5.25 floppy then most will run on 3.1.

It's just that it's a lot of work ensuring backwards compatibility and it's not always a good idea, I'd argue the software world, in general, strive to much for backwards compatibility but that's another discussion.

That work needs funding so it's either pay GOG for the work that has been done remaking parts or repacking to make it run on modern computers. Or look to the hobbyist side of things but since they aren't paid, they of course seldom package what they do in an easy to consume format leading to enormous guides with 20 steps that maybe works, but probably not if you don't have an exact setup like the guy who wrote its.

Unfortunately in the 2020s you don't even own the games you have the physical media for.

Edit: as a more serious answer, Linux might be a better bet than Windows for playing windows games (ironically), either through Proton or Wine.

Gog has some ways to claim drm-free digital versions of gsmes you bouhht elsewhere. May be worth a shot.

From GoG specifically, as they patch the older games on their store to "just run" on modern Windows

You're trying to get games built for a different OS (e.g., Win98) to run on your current OS. If it doesn't work out-of-the-box, you're going to need to seek a solution that either requires emulation or significant hoops to jump through. For example: if the game was built for a 16-bit machine, and you're running a 64-bit version of Windows, the game is just not going to work natively.

DOSBox may not work as it's an x86 emulator intended for MS-DOS. However, earlier versions of Windows (up to Win95) were just shells to MS-DOS. So, if the games in question were built for Win95 or earlier, DOSBox could be an option. I've also successfully installed Win98 on DOSBox but have run in to issues with drivers.

It may be best to simply list the games you're trying to get running and seeing if someone else has gotten them to run in Win10.