What do you mean by that? Do you buy your indie games twice - once on steam and once on GOG? Or do you mean you buy them from Steam and then use GOG connect? Neither choice seems reasonable to me.
Indies are so affordable compared to AAA games, and more often need the support, I don't think it's unreasonable to have extra layers of convenience, especially if it puts more money in my favorite dev's pockets. Once on Steam so I can get fast updates, as well as games GoG doesn't have, and a second time on GoG if the Steam version isn't DRM-free. The occasional sale price slash helps make this easier.
This is why I didn't buy Shovel Knight or Hyper Light Drifter twice. The Steam versions launch without the client, so I have all the DRM-free backups I want.
All of this would be different if GoG would allow developers to push updates themselves. The Galaxy Client getting beta updates isn't enough for me, because I buy games on GoG to get away bloated gaming management clients. Galaxy's not even on Linux, either, and they have no intention of fixing that. Meanwhile, Steam has been on *everything* for years.
tl;dr, I like GoG, but they're annoyingly behind the curve on this growing digital marketplace, which has an impact on my spending habits. Otherwise, I would buy all my favorite indies here, and only here. They're not doing enough to diminish Steam's gross monopoly on PC games.