I always thought that GG was a subsidiary of Paradox. Quite surprising to find that future base games will only be Steam. While I do use Steam for certain games when there is no other option, GG has always been my favorite since it is less restrictive and invasive than Steam. Anyone having tried running a game without internet on Steam when you haven't yet set it up as an offline game? The day my internet was gone I wasn't able to play anything Steam despite trying to change it to offline mode in the settings. Well, well, GG you will be missed sorely.
GG used to be Paradox's subsidiary, but gained independence last year. As far as the Steam-only policy in new games there are a few reasons for that: mainly the new DLC system and Steam's popularity as a platform. In old Paradox games each player had to have exactly the same version for there to be a proper multiplayer session, moreover one could not miss out on an expansion if one wanted the benefits of the next. There were also problems with Steam versions installing and running ALL the expansions no matter which one the player wanted to play.
So for CK2 Paradox decided to change the business model a bit and now you get major changes included in free patches with a DLC model for additional content, that is included in every game, but unlocked for those who are willing to play them only - meaning that now everyone has the same version of the game no matter what DLC they chose to buy and run, so all versions are intercompatible.
When that was announced, there was an outrage of fans not willing to go to Steam for precisely those reasons you've mentioned. That outcry made Paradox create a second version of CK2 that runs DLC via the GG store and is independent from Stem.
The problem was, it didn't sell.
For all the outrage and boycotting, pledges and petitions that happened, not enough people were actually willing to buy the non-Steam version for Paradox to profit from it. Meanwhile Steam titles sold through the roof.
So while I too would wish Steam was avoidable, I fully understand why Paradox chose to change the way of doing business, and I will continue to support them as long as they provide quality entertainment.