Generally any game you can buy on GoG is also DRM free on Steam. I mention since many people have the incorrect notion that all Steam games have DRM
While Valve isn't the worst company when you buy on GoG you support a company dedicated to keeping things DRM free and preserving older games. Plus fight the Steam monopoly.
It's even weirder than that sometimes. For example, Subnautica on Steam has a hard dependency on Steam (whether or not you would call this DRM), but the exact same version number of Subnautica on Epic Game Store only checks for a command line flag and can easily be archived out. Despite that, it's not for sale on GOG.
There's still a difference — GOG provides you with downloadable installers you can archive, Steam doesn't.