> I feel very uncomfortable installing it on my machines and in general having to go through software A to get to software B makes a lot of people uncomfortable.

The only difference between Steam and GoG is that GoG runs software A on their servers and in your browser, whereas Steam runs software A on your machine in the custom-skinned browser they give you.

Any security or privacy ramifications of the two different approaches are quit irrelevant to a discussion of whether it constitutes DRM in the generally accepted sense of technical measures to prevent you from copying, sharing, etc. digital content that you already have in your possession. It's not DRM to require some authentication before they'll serve up the download to you. DRM is what gets in the way after the download.