If a game has a Linux version and it is made and supported by the developer please allow the option to download the Linux version if at all possible.
For those games which have a native Linux version, GOG can use the "Humble Indie Bundle"-way, providing at least and tgz-archive in the download-center. All Humble Indie Bundle games are packaged so that they can run on a bunch of distributions.

See for example Torchlight:

This game runs flawlessly on Ubuntu, Fedora and OpenSuSE. And this game is not a small SDL-based 2D-game. And all HIB provides is a single installer-package which includes all necessary binaries and libraries (Those who are not commonly provided by the distribution. In this case libOGRE).

Today distributions are no comparison to the ones a few years ago. Inter-distribution-compatibility is much better than people commonly think. There are many applications which run flawlessly an all different kind of distributions even if they where only tested or certified for a single one.

The biggest problem today is to run an old binary-only Linux-games or applications on a modern distribution. But modern applications or games are not a big problem.