teceem: To me, a backup means: downloading your files, then duplicating them to a second (or more) device(s). Downloading without duplicating is not a backup since you don't own the GOG servers.
Also, as long as you don't have a local copy of a game, it isn't really DRM-free.
As long as the GOG servers are around and I have an account here, I consider its servers as one of the places where "I" keep my GOG games. The downloaded installers on an USB HDD are the backup of them. Or the other way around.
If I "lost" the GOG servers, then I'd have the backups on my HDD. If I lost the HDD, then I'd redownload them from the GOG servers.
For other games like my DotEmu games and Strategy First store games, yes those I keep on (at least) two separate hard drives because those two stores and their servers are no more. So in their case, you are right.
Titanium: My real game plan in case GOG went belly up suddenly for whatever reason? I'd get my games via torrents, from people with actual backups. I know, I know, a leech, but not all of us need backups realistically, just some of us...
As long as you trust them not adding something "extra" to the executables.
If GOG ever went down, you wouldn't see me sharing my GOG games to the world. They are mine, MINE, hahahaha! Of course if I added some bitcoin mining code into them so that people playing them would constantly also mine bitcoins for me... maybe.
Also, the torrent sites are full of dead links with no seeders, old versions that no one feels like updating etc. It is not like everything can be found online on torrents.