I was mixing up the fact that "Linux native games do not support GOG's Cloud Saves feature" (direct quote from the app itself), with a general lack of support. Given it says "Use the Windows version instead", I am quite wrong, it clearly does support them for Windows games.

If you think that's a "lie", consult a dictionary.

As for whether my general point stands, I think it's a reasonable inference that if GOG Galaxy supported Linux, it would support Linux games and cloud saves for those games, and only then would Heroic and the like be able to implement such a feature. I could be wrong, as it depends on details I don't know, and I'm just making an educated guess.