They can, because it is part of the GPL license itself.
yep, sounds crazy, but they can sell it perfectly legaly under the GPL, if it is GPL'd (which it is). It's in the lisence, if you don't believe me you can read it. GPL means free as in freedom, not price. So, you have the freedom to do whatever you want with the code, sell it, change it, plaster your own grafics into it, whatever, as long as you release it under the gpl (ie, you can sell it, but you can't stop other people selling it for cheaper or modifying the code)
if you are bitter about paying for cedega, programmers have to eat too!

you are basically paying for the download. It's free and perfectly legal to download the source code elsewhere (correct me if I'm wrong but it is one of the developers involved) - if you feel you need the 15$ more than your favourite project (which needs cash to keep going btw)... its up to you.
Sounds shocking, but it is perfectly legal to sell GPL licsenced code (look at RedHat, Suse, Computer shops...) - as long as it stays GPL.
hope this clears the air for you there.
titanium_geek