I was mixing up the fact that "Linux native games do not support GOG's Cloud Saves feature" (direct quote from the app itself), with a general lack of support. Given it says "Use the Windows version instead", I am quite wrong, it clearly does support them for Windows games.

If you think that's a "lie", consult a dictionary.

As for whether my general point stands, I think it's a reasonable inference that if GOG Galaxy supported Linux, it would support Linux games and cloud saves for those games, and only then would Heroic and the like be able to implement such a feature. I could be wrong, as it depends on details I don't know, and I'm just making an educated guess.

I just installed a GOG Windows game in Heroic, and the Settings state "This game does not support Cloud Saves" even though my account has cloud saves clearly visible for that same game on the GOG website.

Given I'm using Heroic from AUR on a supported OS, and installed with default settings, I consider this cloud save support to be less than stellar, but that's a separate matter, I'm not trying to turn this thread into a support issue.