Steam. Valve pumps money into Linux gaming, and it shows by games running really well with almost no effort on my part. I've also had issues running controllers on GOG through Heroic (maybe fixed?), whereas it's flawless and incredibly configurable on Steam.
If GOG starts to give Linux actual attention, I'll prefer them for their DRM-free stance. But my gaming experience is just so much better on Steam that I don't bother with GOG most of the time.