Two things:

1. ..

You're confusing ownership of the "copyright of a game" with ownership of the actual instance of a game.

In jurisdictions were the Law is not just bought and paid for by industry lobbyists, you definitely own that copy you got when you downloaded the offline installer from GOG same as you would a game CD. What you don't own is the copyright of the game.

Further, even in the jurisdictions were IP Law is thoroughly bought and thus has been subverted to serve media industry interests, you de facto own that copy you got when you downloaded the offline installer from GOG: because the way things are set up with GOG (meaning, no DRM), the copyright owner would have no recourse but to literally take you to court to take away that copy, which they won't because it's too expensive so not worth the cost - unlike with Steam they can't just switch off you access to it by toggling a flag in a database.

Curiously, with Steam they can block you from accessing the copy of the game you bought even in the non-corrupt legal jurisdictions, because if they just block you from accessing it even if they legally can't, it's now up to you to take them to court to restore access to something you legally should have access to, and you won't do it because it's "too expensive so not worth the cost".

2. ..

Whilst the whole thing is a bit of a mess with multiple takes on multiple jurisdictions, the praxis side is the same everywhere: "Possession is 9/10 of the law" as the saying goes - so if you have it fully under your control (so, no "phone home" system that can lock you out from using it) THEY have to take you to Court and justify to the Judge why they should be allowed to take it away from you, whilst if it's not under your control and they just take your access to it away from you, YOU have to take them to Court and justify why they should have to restore you access.

Even were you do not have legal ownership of a copy of a game, the way the GOG stuff is set up, once you've downloaded the offline installer you have de facto ownership which is pretty costly for them to overturn.

Meanwhile, the way the Steam stuff is set up you do not have control over that instance of the game and they can just take it away from you, and then it's you who will have trouble overturning it even in jurisdictions were you're legally in the right.