I have no choice but to buy DRM'ed games from Steam until GOG starts supporting Linux. Please do so and I'll be a loyal customer.

You could always try Gamersgate. Last I checked, they even have Amnesia: Machine for Pigs for Linux DRM-free.

Has GOG ever disclosed the official reason they don't support Linux?

There must be a compelling reason not to give us the option to download them when NEARLY EVERY OTHER ONLINE STORE does. As I wrote in the "requested site features" cateogry of the wishlist (http://www.gog.com/wishlist/site/add_linux_versions_of_games), having no customer support for them is much better than not having the games at all, so I hope that's not the only reason or else it's just silly.