Two things:

• GOG games DO NOT HAVE DRM to play. That’s their store’s unique value proposition. So if you still have that machine with that OS all working you can keep on playing those games forever even if GOG no longer exists. In practice in my experience of over 3 decades as a gamer, you’ll start having problems soon enough even if you refrain from updating that machine’s OS, as the OS version stops being supported as do the apps in it (for example, somebody from my family had Windows 8 until recently and eventually Google mail stopped supporting his browser version and there was no newer version of the browser that still supported Windows 8 - btw that person now has Linux) plus eventually even the machine hardware fails. Point being that an installed game is generally locked to the machine it has been installed in and the OS in it, since during installation it has probably configured a bunch of stuff in places like the registry (it’s not as bad in modern Linux were you can probably get away with just moving the entire home directory and hope for the best, but in Windows it’s still pretty bad). So you’re better off backing up the offline installers.
• I don’t used Heroic but I do use Lutris and the latter has an option to save the game installer when it downloads it from GOG, some maybe Heroic has it too. Given the files Lutris lists as downloading when I “install from GOG”, I bet those files are the offline installer ones.