I usually go with Steam because it has all the other tertiary features that may or may not be there for GOG titles. I usually only use GOG if it’s the only way to get a good old game or if that’s the only version that will possibly work on a modern PC. I do not even consider them for brand new games, unless I want to pirate them to demo before buying.

In your case, you just so happened to choose right. Dark Corners of the Earth on Steam has hella issues and the game may not even run. But the GOG version is just fine. I also bought that a while back after watching a review of it and getting nostalgic (since I played it on Xbox back when it was new), and thankfully he had mentioned this or I might have been screwed.