I have every gog installer I’ve ever downloaded for this exact reason. You can’t rescind the bytes that are already on my drive.
Steam should have taken the opportunity to recommend a gamer to GOG, mentioning that it’s only a license unfortunately. Or offer installers that can’t be taken away.
If GOG are such a freedom heroes why do they rely on megacorp Windows OS? That's what I like about steam - it makes gaming on linux dumb easy. And not just on linux, their "package" is ridiculously good - mods, cummunity, reviews, friends, non stop sales, mobile app (although I hate they removed chat to standalone app), and much, much more.
I'm not shitting on GOG. I love those guys, they brought back so much memories with reviving long forgotten games, I have hundreds of purchases there. But... it just needs a lite more polish (pun intended).