wpegg: It's not stored in your GOG account. They store the bare minimum, meaning that such verification checks might happen. They're actually for your own benefit, and GOG are following best security practices.
Hugokl: Why should GOG store my tax id? That doesn't make any sense.
We don't store this ID, which is why our payment system operator redirects you to a form which asks you for that ID. This only happens for PayPal payments made by Brazilian users, and, as far as I know, it had to be implemented due to some new fiscal regulation by the Brazilian government.
To my knowledge this should also apply to cradit card payments, but only if the company processes its payments in Brazil (which is not the case for us, of course).
Please enter your CPF/CPNJ number in the form to complete your purchase. I apologize if this is an inconvenience, but this form is not a phishing attempt, I swear on my honor as a fledgling aikidoka. :D