I didn't stop to see what achievements were implemented on Steam. I just saw that Steam has it and GOG doesn't.
I didn't even know there were achievements for this game; i checked Steam the moment i saw your thread. I wasn't expecting them to be honest.
I find that achievements sometimes help you explore aspects of the game you normaly wouldn't (using a specific weapon, visiting a specific area or exploring a different style of gameplay).
Oh, I do that all the time in games that i find the gameplay enjoyable. For example, it takes me 4 times more to finish Max Payne due to my experimentation with all different weapons/ways to dispatch the enemies. And it took me 5 hours to finish the first mission in Dishonored, for the very same reason.
Anyway, if you don't know much about UnderRail, it features an (optional) leveling system called "Oddity", that lets you focus more on exploration rather than hunting XP points everywhere. As for "exploring a different style of gameplay", the "Kill only yourself with a grenade" achievement sounds like it offers exactly that. :D