Installed Darkest Dungeon to opt/GOG games, works fine but only from the console with sudo -s

the launch icon is present in the Home/Desktop directory but it is invisible and inaccessible, again I}d have to open it
as root.

This is driving me crazy!!!

Maybe I should have installed it in the root directory to begin with...?

It shouldn't have been installed as root (you should never run or install anything as root unless it's strictly necessary to do so). Uninstall it and then reinstall it as a normal user and it should work.

So I had to chmod u+x dark*.sh
amd then ./dark*.sh

GOG should put a readme file somewhere explaining the process ...

Or just bash dark*.sh.

But yeah, GOG figured that a deb archive was too complex (double-click and accept to install on the supported distributions, can even reference external dependencies if they wanted to, like DOSBox or Wine - users of non-supported distributions can worry about how to convert the archive to something they can use), so they decided to switch to Inno Setup (user need to figure out how to make it executable before running it).