As a general pattern I find most FPS styled games uninteresting. I have found very few exceptions. The FEAR games are in that very small group. I have played the first one, its stand alone expansions, and the second, all on xbox360. I have the third but as yet have not played it (in no rush, would prefer to play with someone else in co-op, as co-op play very much appeals to me).
Now that the xbox is coming (slowly, but inevitably) to its retirement, I've been re-purchasing the games I really enjoyed on PC just for the option of possibly playing them again at some point. The FEAR games were the first games I bought with this in mind. I bought them on Steam (in a bundle, so I still need to buy the DLC for 2, which is the first title in my steam wishlist and will stay there, as there is no other title on steam I want more).
If these titles came to GOG, I would buy them Again. That would be the third time I have bought them, but I would be happy to do so.