1: Testing. What distros do we support? There are 10 "fairly common" ones (Ubuntu, Mint, OpenSuse, Fedora, CentOS, ArchLinux, Debian, Slackware, FreeBSD and, um, I've forgotten a couple). Hardware? What level of updates? Only FOSS drivers, or can we take some closed source stuff? Once we've decided on a test bed, we still have to check the games. Do they boot? What about oddball games like, say, Theme Hopsital? There's a version-specific DOSBox-related fix there. Does it in work in any distro? In all of 'em? Managing testing across the 3 OSes we support is tough and requires a lot of time, effort, and money. How much more complex will 10 more OSes make it?
2. Support. Having problems getting your game running? We'll help you out. Contact Support and they'll try to diagnose your problem and offer a solution--but they only know how to fix common (and less common) Windows problems. LInux is famous as the hacker's OS--that is to say, the OS of people who like to do odd things with their hardware. If someone contacts Support because he can't get his copy of Fallout running on his Raspberry Pi with a video out that's connected to a six-panel e-ink display and he wants his money back, well, that puts us in a bad spot.
3. Maintanence. Across those 10 common distros, how often does one of them update? Quarterly? Monthly? I don't know, but the answer is certainly "often". What do we do if slackware updates and breaks the functionality of a glide wrapper that we're using for all of our games? Or if FreeBSD removes a driver from the kernel that we depend upon in order to run some games? Just planning for Windows 8 is a minor headache--ask Tolya about his test plans if you want to hear an earful--but planning for a wide spectrum of OSes that have constantly changing sources and see major feature and bugfix releases more than once a year? Man, that's a Herculean labor.
This is a thumbnail sketch of the challenges that await a digital distributor who wants to release games on Linux and who also wants to provide proper support when doing so.
Of course, we could just release a client, sell the games, and figure that you can sort the rest out yourself--I'm sure some businesses may even consider that a successful business model--but that's not really the GOG way of doing business. ;)