I'm not sure what is exclusive but GOG is DRM free so that automatically makes it a win over the Steam gatekeeping. Once you buy the game, it can never be pulled off of your library for any reason. Just preserve the .EXE files somewhere.
If you haven't played The Witcher, I'd recommend that. They also have a ton of old RPGs like Wizardry, Ultima and Might and Magic and have good deals on batches.
Since you like RPGs, they have all of the SSI 'gold box' games as well as more recent D&D titles.
Those are good places to start if you're looking for some older and classic fare.