Until 40 minutes ago I was using Wine 10.5 and everything was fine with the GOG installer - press "Show the desktop" and all windows, including the GOG installer would go and stay down (minimized). Then I upgraded to v10.7 and now I can't get rid of the GOG installer while it's running (installing a game) - no matter what I did, it was always on top! With "always on top" (and no minimize button), I thought I had to wait for the game to finish installing. Nearly at the end of the installation it occured to me to try something: winecfg

Graphics

disable "window manager". That seemed to fix the problem.
While there seems to be a solution to the problem, the fact is there IS a problem with the window manager of wine. It's not normal to be unable to minimize a window, even one with just an X button.
Edit: that solution worked only for a few minutes, then the GOG window returned back to "always on top", which means I'll have to downgrade wine.