The catch is that many game publishers won't release their games on GOG, or wait for several years after release before they start to sell it there.

Technically, Steam DRM is optional and any publishers who want to can sell their games through steam without any form of DRM. The game files are transferable, and you don't need steam running or logged in to run the game. But most publishers don't want DRM removed, and so it's pretty rare.

Here's a list of Steam games that have DRM disabled. There's also a number of games that will run DRM free if you put a txt file with the game's steam ID number in it.