I'm certain that the experience with Good ol' Games and Steam is going to vary a bit from game to game even when "direct comparisons" are available.
In late 2009 and early 2010, some of Cyan's games came to Good ol' Games
. DRM-free. But, Windows-only and no Mac. The games are reported to work well on Windows XP, Vista, and 7.
In late summer 2010, some of the same games came to Steam
, and were soon offered as a set (Cyan Complete Pack) that could be purchased for one low price - but Riven wouldn't run on Windows XP. And, there were numerous problems with the packages originally rolled out on Steam. The Myst Online discussion thread quickly grew with complaints and attempts to diagnose solutions to various problems, and blame was tossed about as to who might be responsible. [It is worth noting that Riven on Steam was later fixed to work with XP.] Still, the games were available on both Mac and PC.
So - all I'm saying is, the above represents the experience that a group of people had with a particular set of games.
And, I expect that the experience you have with any game will be mostly a consequence of the amount of care that the current license holder/publisher puts into providing a package to GoG and/or Steam. I'm not sure how much work GoG and Steam put into prepping titles for their services, but I'm certain their resources and patience aren't infinite and they can only work with what they are given.