While I agree with that statement, what happens if GoG goes belly up and their download servers closed? You still lose access to your games.
Well of course if you don't download your games and then something happens to GOG (or you lose your 'net connection or so) then you won't be able to download them. But all the games you have already downloaded from GOG would still work just fine - you'd still be able to install & play them for as long as you keep the installers safe, even if you want to install & play them on another system.
With Steam you'd *probably* be able to continue playing any games already installed (assuming offline mode doesn't break) but you can forget about installing & playing those games on another system (or installing any games backed up but not currently installed) without resorting to cracks.
Although Valve have commented before that in the event they do go belly up they will ensure access to the content you have paid for is still available.
This often gets brought up but that cannot be relied on IMO. First, it's not in their EULA. Second, IIRC that was said back in 2004 when the only games on Steam belonged to Valve anyway - while I'm sure they would untether their own games from Steam, I don't think that other publishers would appreciate them stripping the DRM from all of their games.