Apparently it's for DRM issues. I get that... But it can surely exist in both places? You can game one DRM free and one with the Steam DRM, what does it harm?
There's a huge audience on Steam who will live and die by it who won't know of its existence. For some, Steam is a convenience. For example, I won't be able to play on my Steam Deck because trying to run games from GOG on it is a nightmare because I don't know Linux.
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Why spend money if it's not going to be on Steam?
https://techraptor.net/gaming/news/croc-legend-of-gobbos-remaster-no-steam-release