Fairly certain Steam has ways to add GOG-bought titles to Steam collections somehow. Haven't tried that myself though. I have a couple of games through Steam, and a few through GOG.
Personally I prefer the latter since they can be launched without needing to run Steam as well. The Steam launcher always complains about SOMEthing. It needs to update. It needs me to log in. It wants to be connected to the Internet, oh but it's totally possible to launch in offline mode! Still need that password though which I always forget. Better reset it first!
Through GOG you just download executable files it looks like, so a bit less hassle. The store is organised better, too, it seems. Steam launches this entirely separate browser first which is slow and I just kinda dislike the layout.
Steam has some positives too, I'm sure, but it feels like those are more aimed at 'power users' who game a lot on PC. If you launch it just twice a year, like me, and don't use it to connect with friends, it's just a minor hindrance. The rare times I play PC games it'll be Rollercoaster Tycoon from GOG rather than Civ from Steam, because it's slightly more immediate for me (since I rarely use steam, there's always some update it needs first). Reading the Steam forums has helped me solve an in-game puzzle once or twice, that's nice I guess.
EDIT: Oh maybe Steam also has cloud saving options? Again, stuff that seems convenient for power users. If you're super casual about PC games like me though, that's not really interesting.