I was actually this close to buy GOG version just to realize it has no cloud saves for some reason, but Steam version does. Might sound minor thing, but I like to have my saves safe even when I uninstall games or format my system and this is a big issue for me. Would prefer to buy it here on GOG than on Steam...

I've bought it anyway and apparently Space Hulk Deathwing on GOG does have Cloud Saves, it's just that GOG webpage doesn't says that it does. Which is weird. But it's there because it says it's syncing the saves after every play.