Timboli: It's not the 'only' reason, but may be the 'main' one for many customers. It's mostly about control.
Aren't there also a good number of games here, that you cannot buy anywhere else?
By control, I mean you have more flexibility.
With Steam for instance, if you have a power outage or web outage and you did not set the Steam Client to offline usage, you may be stuffed for a period, until that issue is fixed. This of course applies only to a laptop in regard to power outage, where you could still play on battery.
There are many GOG customers, who don't download the Offline Installers, and just use Galaxy much like they would the Steam client. However, once a game is downloaded, they are always free to play the Single Player version, whether they have a web connection or not, and no time wasted while waiting for a Steam update and verification check to complete.
Personally for me though, it is mostly about the Offline Installers.
I don’t know of a single game here not available elsewhere, though I haven’t checked all of them. Does this include physical releases?
Yes, I know most users now treat it just like steam, rely on a client, don’t download offline installers etc. The realization for them will only occur when gog shuts off the servers and they have nothing just like they would have had on steam.