GoG galaxy is not must like Steam.
Their docs do admittedly ask devs to make integration optional for the user, but their definition of optional includes "no multiplayer" as well.
I don't think this is ideal by any means, but I do think it's a reasonable compromise.
For better or worse, many/most modern multiplayer games are architected to use a centralized, company-run software. The server software is not built to be deployed by end-users, and getting it to that state would involve very significant engineering effort. It's just not a reasonable ask.
One advantage of GoG is that they seem to actually care that old games on their store are actually working on new Windows versions, while on Steam it's more or less a gamble (at least you can return broken games though).