I really like steam for its friends network and local streaming, but these are the reasons I occasionally buy on gog:
Games that my wife likes to play so that they don’t tie up my steam account. I still find it weird that ALL games in steam get locked down when one is running. I understand it keeping the same game from being run more than once simultaneously, but more than that is unnecessary.
I also buy games on gog (when available) that I mod a lot, because it’s really easy to stop updates on gog (updates often break mods).