The processor handles that by "freezing" the price for ~15 minutes and hoping it averages out. Of course, that assumes that the transaction will take less than fifteen minutes to confirm, which... good luck.
You need liquidity to process payments on a non trivial scale, but that's par for the game for banks, credit cards companies, paypal, and everyone else in this space.
Waiting for a confirmation will do you no good anyway. No exchange accepts any less than six, which would have you take the exchange risk for over an hour. That's not a very good business case.
If you look at OTC trades on distributed exchanges, you will see that this strategy takes place there too. Make a trade, and finalize only if the exchange rate moves in that favor, otherwise cancel. Most places have reputation systems in place to suppress that behavior but they have their own problems. There's likely no ideal solution.
(Also do note that one confirmation is likely not enough anyway if you want to avoid rolled back transactions. Orphan blocks aren't really that uncommon.)
It's too late for GOG to take back its game, I've already downloaded it in the five minutes it took you to realize I've rescinded my payment.
Payments on the globally replicated blockchain can not be both quick and secure. Many soda machine experiments faced this exact problem. What all of them did in practice was the same thing as all restaurants and pubs do, eat the risk. Any guest who wanted to leave without paying, or pirate your game, would do exactly that anyway and not bother with faking payments in the first place. Every pub and café owner takes the exact same risk even when settling in cash. People leave without paying all the time.
The specific example of game keys you mentioned has some interesting aspects to it however! Trustless zero knowledge swaps have been demonstrated between them and Bitcoins, which could open for some exciting business ideas that were not possible before.
You, the merchant, can accept bitcoin (and other currencies) using Bitpay's payment system. Bitpay immediately credits your account with USD. No risk of long-term (more than a few seconds) price moves in BTCUSD.
The downside is that Bitpay, like every other authorized cryptocurrency "bank", is crippled by KYC/AML regulations and cannot process all the applications they receive for new customers.