There are some games that aren't DRM free on Steam that do go on GOG and remove the DRM. In some cases (unfortunately) the GOG version doesn't get consistently updated like the Steam version.
It's kind of a habit for people telling you about GOG deals or promos to mention that it's DRM free whether the Steam version has DRM or not, because DRM free is the primary selling point of the store. (They also sometimes include hacks/patches to deal with compatibility with modern systems that aren't always on the Steam version.) It isn't necessarily meant to imply that any other versions have DRM (though in a lot of cases they do).