Hey girls and guys,
will EU4 be able to play with Steam users natively?
Or do the steam users need to start the game with a hidden checkbox like stellaris?

It is not really a hidden checkbox, but the default MP backend for steam users is steam multiplayer which will probably not work with the gog version. But when starting eu4 from within the steam library, there is a popup which allows the user to select the nakama crossplay multiplayer. This should also work with the gog version. But the popup doesn't appear when starting eu4 from a desktop shortcut or by right clicking on the steam icon in the system tray.