I'd say it's probably because the games phone home constantly, and Telltale isn't ready to turn it off for a gog release?
Or did pre-Walking Dead games had that too? That whole thing with gathering data on gamers' in-game decisions thing?
Or Telltale needs the DRM-System...
PS: Ph’nglui mglw’nafh Cthulhu R’lyeh wgah’nagl fhtagn.
Telltale doesn't need it, because their other games are here, and creators of Walking Dead support drm-free too, so I don't think there's antrhing stopping them from getting season 1 here (because they have all the data they need already), but I doubt they'd publish season 2 here (because they want all the data, all of it!).
PS: Ia, ia, Cthulhu fhtang!