Yes they certainly can. That is being done all the time in this industry.
They can't do it if they think about consistency of their bussiness model.
What is wrong with pleasing Linux users?
Nothing, but the only way to do that right now is to do the opposite of what they are doing with PC and Mac games atm.
No I don't forget that they have that rule, what I am saying is that it is an extremely stupid rule. Why should the Steam version of certain games be superior to the GoG version? Releasing things in a non-supported manner happens all the time in this industry, in particular with freeware releases of old games and with mod tools. Indeed next year CDPR will be releasing Redkit, probably on an as is, non-supported manner.
And now we can disagree. This rule is one of the core foundation of GOG (together with DRM-free). GOG primary goal was to sell games "ready to play". If they say "we sell Linux games, but there's no official support, so we are not responsible if people can't run it", then they could also say "here's game x, it's not windows xp, vista. 7 compatible, but you can buy it and try to run it on your own, good luck".
I think they could let go "fair price for everyone" rule, but not the thing that makes GOG recognizable. People come here and they trust GOG that games GOG sell are working.