Steam is still DRMed, in regards to the installers and for major part of the games even requiring Steam client to run them. GOG in contrast isn't, that's why I use GOG and other DRM free distributors, but not Steam.
I've spent literally about 20 times more money on GOG than Steam, for this very same reason. And although I haven't actually found myself in that situation, I'm willing to pay a little more if that grants me absence of DRM.