I found my old divine divinty save from god knows what year and it works with the GOG version

The software install directory should always be separate from the users personal data. Most thinks should just reside in the My Docs or any subfolder of the Users directory (in Vista/7) or Docs & Settings in XP. That way you only need to backup one location to get everything that is personal to you and don't need to hunt around for other things.

they should but with old games thats not always the case, also not with the gog games.
but even with some newer games they are still sometimes saved in their gamefolder.
therefor when you backup you still need to look very carefully to get all your savegames.
that's my point.

I suppose, but last I checked it doesn't support any games that are available here and the software doesn't allow you to override the default locations in a sane fashion.
It's non-standard and a security no no to store user files with the program. AFAIK Windows was the last OS to get that right. User specific files belong in the appropriate profile and nowhere else.

You should be able to copy a profile from one install to another and have it work. Which you can't do because MS doesn't hire competent people to design the system. They should have ditched the registry as a bad idea over a decade ago. So much slowness and instability comes from there and God help you if it gets corrupted by the numerous applications that need to access it.

If you copy the saves across, yes. They won't carry over by themselves if that's what you were asking...