They've always distributed Linux versions for games that have them an those are the ones which pop-up by default on the game's downloads pages if you're browsing their site from Linux, so it's not as if they don't support Linux.

What you mean is that they haven't created their own Linux distro and Wine fork like Steam.

Meanwhile because they ship DRM-free games with offline installers they're actually closer to the spirit of Linux than Steam: you have full control over how you run a game you got for them (for example, I try to run all games sandboxed with networking restricted to localhost only plus a number of other safety limitations, which I can do with GOG games launched from Lutris but not with Steam games).

As I see it Steam does a lot of handholding (both in Windows and Linux) in exchange for them retaining a ton of control over your gaming, whilst GOG just gives you maximum freedom but with zero handholding.

Maybe because I've been a Techie and Gamer since the 90s, personally I vastly prefer the later approach but I can see how people who grew up in the hand-holding era of computing would value convenience over control.