The idea of running old Windows games definitely doesn't go hand in hand with Linux. And I think GoG simply has way more Windows experience, lots of work to do, and little realistic chance of tapping some huge market if they spent all the time you need to support 2-3 major Linux distros - especially when you need to offer things like Multi-player support as well on those, plus maybe game recording and whatever else the overlay offers (GoG Galaxy is not just a storefront).