If I'm reading the description correctly, egress from there is 2 cents/GB, while the regular price for egress (less than 10 TB) from eu-south-1 is 9 cents/GB.
Connecting to an AWS egress point for direct connect reduces the egress price (about half) but doesn't eliminate it. It also costs thousands of dollars a month just to have the connection, so it's not great for small operations. :-/
I agree that GOG needs to port their client to Linux for all the reasons you stated, but as a workaround you can use Lutris which lets you log into your GOG account and download+install games (Windows games too).
It's not as pain free as Steam, because you sometimes still have to apply wine fixes, but it works well with the most popular games.
Edit: switched to archive of old.reddit.com