Here are
GOG's Terms of Service and here are
Steam's. You can judge for yourself which is clearest and most inspiring of trust.
As an aside, I found it interesting that GOG's can be copied and Steam's cannot.
Games from GOG are DRM-free.
There are an appreciable number of games on Steam that are
not DRM-free, I gather, and some, like me, consider the Steam Client
itself a form of Digital Rights Management (DRM).
This third party client stands between you and your games.
You
must have it installed to download your games.
Not so GOG.
It is wholly up to you whether you use their downloader or not; it greatly increases the speed of your download but you can use your browser to download games if you'd rather.
I don't know how Steam treats their users since I am not one but I know that GOG listens to theirs and makes a concerted effort to be straight with them.
They themselves make old games, classic games playable on modern machines.
Steam does not.
If the publisher/developer doesn't do it, it doesn't get done.
Of course, that may not matter if you have no interest in games older than yesterday and want the newest games
now, although the specific game you mentioned, nolalou, BS 5,
is available on GOG and so are a number of other newer games.
Translating legalese is not my forte, but just from reading the two TOS, I'll say this: Steam's explicit warning that they take no responsibility for games which may include viruses or Trojans doesn't make me any more tempted to make use of their service.
Having been a member of GOG since early 2010, I feel fairly safe in saying that GOG makes
sure nothing of the sort is ever included in a game they sell.
In the end, it's up to you.
Some people use both, some prefer one over the other.
I prefer dealing with people who are gamers and actually care about gamers.
I use GOG.
Gil.