Trading user control for convenience has gotten us into an endless amount of problems with companies. We really don't want one software monopoly to rule them all. Sure, things may be fine NOW, but say it's 20 years later, Gabe Newell has retired, the company decided to go public, shareholders are demanding more quarterly profits, so more shortsighted decisions start being made. Say they decide to take a page from the consoles and start charging for online multiplayer functionality, next they get rid of Steam offline mode since they prefer you be connected at all times for data collection, then they decide to get rid of steam sales altogether, then they offered metered account packages of how much you can download through them a month to save on server costs, etc. You can't trust companies, it's that simple. Valve enjoys less cash-grabby tactics than the vast majority of the industry because it's privately owned, but that could easily change in the future.You might make that choice, but I think most people will choose the convenience of having all of their titles in one place, and let's be honest, as much as I like GOG, you can't beat the convenience of the Steam app.
Additionally one "complain" about Steam, that I have literally been hearing since it was first released was "When Valve closes everyone will be screwed" and while it's become a joke, which platform is more likely to fold, be purchased or just close it's doors the soonest, GOG or Steam?
I don't know why you consider "if online service closes, people will be screwed" a joke, I consider it a liability. Any company where a point of failure means I can never play the game again I think is a potential problem. You're sitting here saying which is more likely to close, GOG or Steam, but I think you're missing the point. With GOG, it DOESN'T MATTER if they close or not. I still own the game, can back it up and will be able to run it forever, essentially.