GOG is DRM free!
Even if GOG closed down tomorrow, I could still play the games I'd bought from them. Can the same be said for Steam?
Also, with my GOG version, I have full control over the patching process. If a new patch breaks the game or my mods, I can choose not to install that patch. I don't think Steam users have that luxury.
No, I'm afraid the reasons for not using Steam are just too many. And I for one will never buy a game from Steam.