There are tons of Linux games distributed on GOG, and not having to use a proprietary client is one of its great advantages. Not to downplay Valve's contributions (and I may well get a Steam Frame when they come out), but they mostly amount to porting their mandatory DRM-laden client to Linux, and maintaining a fork of Wine that integrates with that client.
Ownership, control, and privacy are among the main reasons I use Linux, and are likewise huge advantages that GOG has over Steam.