I havent dared to try that yet.
Why not? You're not activating the code on gog, you're sending a request for them to send you a steam key, the least that they can do is say "no".
There's a bigger risk by trading in a forum with someone you don't even know, hell, you can even see that there's scammers (actually it's only one guy) in this thread.
I wrote it confusingly. Here is the whole story: I bought the code from humble bundle. For some reason I just assumed that the code I would get would be into steam store. Well, its not. My fault.
I proceeded to search my options. I also sent an e-mail to gog if there is anything they could do. They told me that no.
I tried the official thewitcher.com/exchange and it did not work. They do say this though: "If you have already activated the code on GOG.com (and haven’t downloaded the expansion pack itself), but have the base game on Steam or Origin, you can choose to disconnect Hearts of Stone from your GOG library and then exchange your code for one for another platform - please contact GOG.com support to do so." So maybe if I activate the code and then request it works? I dont know, i'm waiting on confirmation from gog.
If that method does not work, as far as I see my only option is to pretty much give away the code or try to trade it. I'd highly prefer the trade.
EDIT: Okay, after an unbelievably fast answer from gog, it turns out that the exchange indeed is only for the retail version of the game. I am left with only a trade or refund from humble store.