I have get an answer from Triumph Studios. Here it is:
Unfortunately, the costs of making a Linux build available DRM free is much higher than doing this via Steam. This is because we do not have the Steam Linux SDK to rely on, which contains standardized system DLLs. Without these we are have a massive job in additional code, licensing, quality assurance and support.
Then there is the added cost of maintaining and distributing the frequently updated DRM free builds along with the expansions.
So it's actually because we value all customers equally, we can't incur a disproportionate cost to make this gift to relatively small group of users.
Sincerely,
xxx
Are the costs really higher for a drm-free version? I have no knowledge about that. Can anybody explain it? Will Gog Galaxy have those SDK for Publishers later, so it will be easier to package a new port or update?