Steam mass released all Cyan games today, for the same price as here on GOG (and it's actually cheaper on GOG if you're from Europe, because of the magic of exchange rates). Not only are they DRMed, the page for Riven explicitly says that it "is not compatible with Windows XP". Which it most certainly is here on GOG.
The only thing where Steam wins is the price for the complete pack, which gives you Manhole and two other games basically for free. Still not a great deal. And they do not have the original Myst, only RealMyst.
I like Steam myself, but for the exact same price you'd have to be mad to buy these games there instead of here.

Not compatible with XP??

Buying on Steam when the game is available on GOG is naturally never an option anyway, but aside from that Steam really can't compete on pricing with their excessive profit margins and prices in euros for europeans, as long as the dollar stays this weak (which it probably will for a goodish while considering the state of the US economy).

My guess would be Cyan figured they wouldn't sell for $5.99 (which I'm pretty sure they wouldn't) and didn't want to release them for free.

Yeah you're right about the price.
Well, they could have the two games here bundled with The Manhole here, an easy solution.

Now if only we can get the Steam fannys to hear the gospel. After the last brush-in with a bunch of them from ACE Team's (Zeno Clash) forum, I am somewhat convinced that a significant proportion of Steam's loyal worshippers have never heard of GOG before.

Call me crazy, but I actually enjoyed III and IV more than the original games. IV, especially, was absolutely beautiful. The only thing wrong with it was that god damned slider puzzle. Slider puzzles are never fun!

But the whole point of GOG is having old games available. GOG apparently is a little wary of not attracting enough interest in them, and therefore going for not-so-old, or remakes like in the case of xcom and Alone in the dark instead of the old originals.

The thing is, on Steam it's probably going to end up on the 50-75% sale eventually, if not 90% sale.
Normal price is the last thing you should buy on Steam which anyone who goes there often enough knows. The deals however, are often enough worth it.

And even if they hear of it they dismiss it, as Steam is the only place they buy games. Trying to point out to them the benefits of other avenues, or even just that other avenues exist, usually gets you nowhere as they dismiss out of hand all other options.
It's quite sad.