Looking at the forum, I'm not the only one. https://www.gog.com/forum/factorio/no_downloadable_space_age_installer_for_linux
In fact, the serial key that GOG provides can be used on the official factorio website to download the game. I think this is amazing! I'm currently downloading the 4GB file right now.
I agree with you! Having it on Steam, do you still need to use the Steam launcher to play games that don't have DRM?