At a glance (haven’t enabled yet, will later today), GoG uses the RFC standard TOTP model. This means you can use whatever app you want whether that is the google authenticator that ties it to your cloud account, something related to your password manager (e.g. keepass or bitwarden), or even just a python script you have in a random directory. It gives you control of your 2FA and protects you in the event you lose a device without properly de-authenticating it.

Valve use their own model that, to my knowledge, is only accessible through the Steam web app. Which is a huge nightmare if you ever have a device stolen/damaged.