Yes, I have Heroic installed as well on my desktop and Steam Deck, but that's third party support, not first class support. First class support to me means they're investing in my platform, which is important to me.
So most of my purchases go to Steam, because Steam supports Linux as a first class platform. Because if this, they make an effort to get games supported on Linux (either through Proton or natively), and that's really valuable to me.
I'm not expecting Steam-level of support, but I do expect a little more than just making binaries available through the web interface. I'll occasionally buy from GOG, but until they decide to actually support Linux, I'll keep buying most of my games from Steam.