It would be cool if it was possible to sort games based on price on the store. And why we are at it i am not sure why the "on sale" tab have less filter options than the new releases tab. Perhaps i do want to be able to filter in games based on price which are currently on sale.

A frequent request. You can vote for the top community wishlist entries:
Sort by Price
Add "Order By Price" and "Order By Discount" to search
Sort wishlist by price

While there's nothing official, you could use this script: https://github.com/ghorint2t/scripts/blob/master/goggamesdatagridview.user.js
Requires a plugin such as Violentmonkey to install. Then you need to go to https://gog.com/games and click the grid icon right above >>
This will load a grid will all current public titles from GOG, which lets you sort/filter by a lot parameters, including price (only current price, and not default price, tho).

Also the website GG.deals has a powerful advanced search that lets you filter and sort by price, among other things.

And if the OP wants to use deals sites but doesn't want to accidentally buy something from a grey market (due to the source of the games in these grey markets being questionable), he/she could use the site Is There Any Deal. As far as I know, it follows the same idea as GG Deals, but the devs of ITAD try to track only legit stores.
Also has a beta version of the site with a new interface, if the old one isn't of the user's liking: https://new.isthereanydeal.com/

(Edit: fixed the comment's formatting)