You should not say gg until the game is over. You can say gg and resign, ending the game, but saying gg while you are either winning or it isn't clear who will win is poor etiquette.
Resigning is also fine if you have no chance of winning. I think playing it out if you have a slim chance is the way to go but if it is extremely improbable, I don't mind a resignation.
As for ending the game quickly, not everyone knows how close a margin they can get away with and still guarantee victory, and not everyone knows when they have clearly lost, and sometimes the margin needed is quite large. In an engine with explosive potential for points, for example with goons, groundskeeper, or kings court/monument, with loads of vp per turn, a large margin is necessary to safely approach the endgame. New players also may not spot that they are down too far to have any possibility of winning, and keep playing even though they will lose when the game ends no matter what. Further, if you aren't confident of your deck tracking and you don't know if your alt-vp will quite be enough buying just the last silk road, it is fine to play a slightly longer turn to ensure you get the points you need.
One thing I would add is to not play attacks that aren't necessary. Don't make them discard to militia unless you need the coins, don't play a witch when they could have a moat unless you need the cards, or the curse vp will make a difference. You playing 3 actions doesn't take much time, but forcing them to make a decision takes a lot longer.