Steam's Alien Shooter with the DLCs is better than the GOG version, all the way. To give you an idea, I received an unexpected closure in some missions, and no error was shown and nothing in the log was recorded, the game simply closed. With the Steam version I didn't have these problems. Detail: Both versions were tested on the same PC with the same operating system, etc. And according to:
https://www.gog.com/forum/alien_shooter_series/secrets_alien_shooter_1 It seems like the GOG version is the one that lacks secrets, or messed them up. If two people reported this, we must take it into consideration.
Regarding Zombie Shooter 2, I had no performance issues or bugs in the Steam version. The graphics even look better due to the Full HD resolution. Sigma Team definitely did a good job with the ZS 2.
Well, anyway, the GOG version has its charm and is valid for historical issues. GOG could update all AS and ZS and keep the old installers, this is not difficult to do, and the (legacy) installers would come along with the updated versions. ;)