I can't think of a game available on GoG that sells on Steam for > $20. I am sure one exists, but in general these are older, cheaper games.
You could also point to games that the Epic store gives away that are sold on Steam. That's an even better example. You are right that people don't just pay for games because they can't get them for free, they are also willing to pay to get them in a convenient format even when another format is free.
My question is, does that really support the model for most premium games? Nobody likes DRM, the game industry didn't used to have it.