Spectrum_Legacy: Yeah you can add "non-steam games" as a shortcut of sorts to steam and launch it through there, even with custom parameters if desired. I suspect that your buddy launches galaxy through steam because they use linux or steamos (deck, steam machine, etc). It's the easiest way to launch windows-anything on linux for casual users without much tweaking. Alternatively you can add those installed gog games directly, that's the way I would do it at least anyway.
Edit: You have the sickest Spiderman avatar there is. They don't make Spiderman like this anymore.
Another reason to add Gog games to Steam is for controller mapping. I remember for a while that was, and might still be, the easiest way to play XIII with a controller. Also, that reminds me I need to dig up my collection of Marvel Masterpiece cards I have buried somewhere.