Welcome to GOG!
For future reference, GOG is a direct competitor of Steam and therefore does not provide Steam keys for any of the products they sell and never will.
Actually, the Fallout version of Gog is from Interplay meanwhile the one in Steam (And their serial keys) are from Bethesda, that is the same reason GOG can't sell them anymore.
Similar to Origin, GOG give certain interoperability with specific games with Steam (AKA: The Witcher's games) , and in the end how universal is a Serial Key is under control of the developers, not the companies who distribute them (THOUGH they have power in that choice).
Edit: Ok, I need to rest, didn't see I just help to necromancer an old topic :(
With the Witcher games, if you bought it at retail or bought it originally on Steam, GOG does allow you to register the game on GOG as well as Steam. However, that is because originally, retail and Steam were the only ways to get those games as GOG did not sell modern titles. After Witcher 2, that changed. No other titles from GOG have any kind of cross service functionality.*
Don't worry about the necro participation, at least your post was relevant discussion. ;)
*I should say no others that I am aware of. At the time of the thread's original posting, this was entirely true, but with all the changes GOG has made, it's possible that isn't the case anymore.