I love what GOG does, but you're basically buying an emulator and ROM with some built-in cheats and being locked to Windows here. Granted, Mac and Linux gamers know how to run Windows stuff. That said, you shouldn't emulate a PlayStation emulator for Windows when you can just get a PlayStation emulator for your platform and run the ISOs directly.
Of course then there's the question of legality, but it sure does beg the question of why they say Windows only when Mac and Linux can both emulate PlayStation just fine. And if you say "well buy it from them and then emulate on your platform," that's actually a good idea, but I bought the game on original hardware when it was new, so I guess we're good on that front.
That being said, $8-9 is not bad for FF9. (I still haven't beaten it. But I've never tried cheating. I'm playing FF7 Remake on Xbox, and it came with the PS1 original, and I'm finding the cheats make it a lot easier to get through. Fast-forwarding is awesome (and it's in Remake as well, hold RT/R2 during cutscenes.)