I don't think it's Steam. On GoG there is a usual price for games on Steam there is not so Square can set the price to what ever they think is good.
Well, I don't think GoG posts a game on their service without making a deal with the publisher regarding the price.
Plus, when it comes to old games on GoG (because prices with newer games are much more varied), there are TWO standard prices: 5.99 and 9.99. Legacy of Kain games cost 5.99 on GoG. And I'm sure Square and GoG have agreed on that price. Taking that into account, how the hell can anybody think that setting a price at 9.99 on a different service was ever a good idea?