With the use of Heroic game launcher, I’m wondering if you all preferred to play your GOG version of games over the Steam version. I can go either way but sometimes I pause and think, having two copies of the same game, one on steam and one on GOG, which one would give me a better gaming experience. For example, I may choose the GOG version because I don’t have to deal with pre-shader work being downloaded every so often and support DRM free gaming, owning my games. Take the game files anywhere I go. I can just into my games. Yet, Steam achievements and seeing the game’s metadata is always life: seeing the game info, store page, community stuff about the game, and more all there. So what do you chose? GOG game or the Steam game.
"Having to deal with pre-shader work" that you mentioned is a good thing. Without it, games will stutter more. And you always have the option to skip it or disable it entirely.
Yes, a lot of games work fine without precompiled shaders. Others, like Apex Legends or Rocket League, are a complete mess (at least for the first few minutes of gameplay - it used to be much worse but DXVK 2.0 helped a lot with this). You've probably just only tried the games that work fine.