You can always backup your config file and move it to new system once you have installed the game on it.
But that's exactly my point regarding the Steam version... it backs up that config and your saves for you automatically.
I'm not saying I'm disappointed with purchasing the DRM free version, I did it purely to support GoG/CDPR as they're the best developers and distributors on the planet, I just hope soon they can offer more than what Steam does.
In these regards, in order to "offer more than what Steam does", they possibly must "do" what Steam is doing. Something that many people(myself included) are interested in moving away from, and not to. Alan Wake is apparently selling shockingly well. Perhaps (speculation) because this is the first PC edition that isn't tied to Steam, and now those people not wanting a Steamworks title finally have access to one in a format they can get behind. I find it almost alarming that Steam is so ingrained in PC gaming that loosing out on one or two rather insignificant perks of their service, means some people are feeling ripped off by a lesser game.
Achievements are something that, if people are going to demand, should be supported by the game makers in some independent fashion, by tracking internally or broadcasting them in some common, multi-platform format that various game clients could agree on. In this case GOG is absolved of responsibility, because it is ultimately up to the developers to provide that feature set and anyone could create a game launcher application that lets you review achievements.
If there can be no common format for such things then the expectation demands that all retailers implement their own client software that is incompatible with everyone else's. Which really just makes a royal mess of PC gaming for no good reason. At which point I start wanting non-client tethered options for games - like GOG. Essentially I wanted Alan Wake stripped of every trace of Steam, which is what I got.
Cloud saves seem like a nice idea. I agree that manually doing it is not ideal. Figuring out how to do cloud saves that are in keeping with GOG's philosophies has been discussed a couple of times like here http://www.gog.com/en/forum/general/an_idea_for_gogcom_cloud_saves
I think it could be done in some way (even unofficially), but it will likely require some syncing app that only works with "approved" games, and might even risk save data if poorly implemented. There may be legal stuff involved too.