To be clear, there are many games on Steam without DRM. It's up to the publisher whether Steam DRM is used or not (or if any other 3rd party DRM is used, for that matter).
I suspect almost all of the games on GoG, if they are also on Steam, also don't have DRM on Steam.
DRM and especially 3rd party launchers are both things that get me to skip games on Steam. I wish Steam made it simpler to just filter those games out of your store view.
I suspect almost all of the games on GoG, if they are also on Steam, also don't have DRM on Steam.