That's a whole different subject. I just answered to the "The only Steamless version of Pillars of Eternity, is through GOG." statement being not true.
You didn't make any mention about buying the game nor any temporal reference. You outright stated that no DRM-Free version exist outside of GOG, which isn't true.

Anyway, if you'd wish to buy the game used from a crowdfunder, of course you'll pay it more than a DRM-locked retail version or a digital version. Which sounds perfectly normal to me. In a world where the whole videogame market is going digital-only and physical editions get rarer and rarer, and most of the people is perfectly okay with it, it's just logical that they'll become more pricey when they even exist.

Sadly.

The backers got their DRM-free version, as did GoGers for using the site that explicitly shuns DRM. When it comes to actual boxes though, I'm afraid its par for the course. Paradox Interactive are the publishers for the physical version and they go with the safe option of Steam. For the past few years it’s gotten exceedingly rare to find boxed copies of games that don’t contain it. A few of the last ones I got (before giving up and going full GoG) include Euro Truck Simulator 2, Botanicula, and Walking Dead season 1.

I made the original statement with one very specific factor in mind. Namely, whether those dvds have already been sent to the backers or not. It took some months before inXile sent the DRM-Free retail copies to their backers and I have my doubts as to whether Obsidian/Paradox have acted so fast. Revontulet9, not being a backer, asked whether there was an option for a DRM-Free version other than GOG. The answer (assuming that I'm correct above) is currently no.

Retial version DRM-Free seems to be impossible.
Of course, if it has to be digitally, I'll go GOG at full.

I know i'm nitpicking, but if not untrue, at least your statement was incomplete. Revontulet9 may actually wait for some backer that bought an extra copy to sell it on ebay. Sooner or later a copy will jump out somewhere, it's not like they made 10 of them.
Obviously, it could be expensive, since the game is doing pretty well, critics-wise (Shadowrun Returns wasn't that well received before Dragonfall, so it was less sought after, granted).
And you are absolutely right about the shipment delays. But it's just a matter of time. Nobody really needs to play a game the very day it comes out. This very site is a testament to it.

In modern world of Steam games...you should be glad you can get it DRM-free AT LEAST on GOG.
There is tons of games for which we dont have any option except Steam.
But, yes, personally i think that Steam activated games on RETAIL box is NONSENSE. For WHAT reason i need that box for then if i cannot play i without Steam?
I can just use that key and trow away CD, right? Also, probably even if i use that optic disk, Steam will download Gigs of data to apply updates.
Next, artificial devaluating CDs I know there was some of scandal when several companies tried to sue reused CD merchant for piracy. That wasnt was games, but professional software. After a lot of time court declined that try. But basically its same as with reselled books - why the heck i can read book and then sell it to old book store but it not allowed with games?

Hate to be blunt but when people buy a game these days they all expect to install the game following the setup process and hit the play button when it's done. The present day average gamer doesn't know about the good old way of updating games > go to the website download the patch and install it, instead they expect auto updates out of the box.

Releasing a retail game and redeemable through GOG brings up one or more of the following issues -

a) The game on the disc must be compatible with GOG version and especially the patch updates.
b) The user has no idea when a patch is out and doesn't know how to update the game.
c) The GOG customer support team might become painkiller addicts to get through the day.

Steam has plagued not only the retail market but most gamer's minds, If someone goes to a retail store and notices the game has to be activated on GOG, they'll probably want to return it because they WANT to activate the game on Steam.

tldr: It's something that I would like to have and once Galaxy is out it might be even doable but it will not be easy. My suggestion is to stick with what works best and staying digital kept them going all these years.