I have read it runs fine on steam but would rather buy it on GOG due to the lack of DRM.
The steam version is also DRM free IIRC.
Why does that make you able to play co-op over LAN?
No, Steam is a store and a content delivery mechanism. It has the option to add DRM, which developers may choose to do, but don’t have to. There are games which can be purchased on Steam and which can be launched without the Steam client, just like any normal program.
@schizosfera @endDRM could use your thoughts on this.