Then they’re either not meeting the needs of potential customers or not finding new customers.
For me personally, I would buy more from them if they supported Linux with GOG Galaxy. I would but a lot more from them if GOG Galaxy had a good experience on Steam Deck. I can’t speak for anyone else, but that’s my price, and apparently it’s the most upvoted feature request for GOG Galaxy.
I didn’t have a Steam account until they made a Linux client (they released in 2012, I made my Steam account in 2013). I bought a few Linux native games here and there, and when they launched Proton in 2018, I bought a lot more games. Before that, I mostly bought games directly from indie devs (Minecraft, Factorio, etc), or tried my luck buying Windows games and running them through WINE (e.g. Starcraft 2).
That’s my price. If they want me as a customer, they need first class Linux support. That’s why Steam gets my money, and GOG could win my business by offering DRM-free games on top. But to me, a Linux desktop client is more important than DRM-free, so that’s why Steam gets my money.