Long story short, GoG is how gaming was 10-15 years ago before online DRM came into force and getting it from GoG means that Valve do not have the power to own/remove/change/always online your game. (True GoG can go out of business, but at least you can backup your installers)
But Steam can be a nice one-click solution to installing, updating and cloud-saving as long as you don't mind being online.
