If you have it on GOG already, which is a DRM-FREE over there, I don't think you really need another DRM-FREE copy - as Humble is offering their own DRM-FREE copy.
You can download Spelunky via their web-browser to get the installers and install the game; or do the download via Galaxy. Up to you.
GOG's client-app Galaxy is actually optional for games on their service - so, I don't think you need to run Galaxy to run a DRM-FREE copy from them. I actually have it on GOG (I think it was free in a giveaway, IIRC), so...maybe I should go check for you, to be sure. I dunno why I have this one backlogged still - but for some reason, I do. [shrug]
Since you have it on GOG already, another question for you here is to ask yourself this:
"Do I need to have a Steam copy of Spelunky?" B/c in this $30 bundle here, Spelunky lists both Steam and DRM-FREE for offer, in the Racial Justice Bundle $30 bundle.
There's a lot of value to many for just having a game native to Steam, as it offer comes w/ a lot of Steam-Benefits just by owning it over natively there - Steam Cloud Save Support, Big Picture Mode, Screenshot Taking, Steam Achievements, Steam Time-Tracking, Steamwork support, etc etc.
In particular,
Spelunky on Steam also has Steam support for Remote Play Together Support, Steam Leaderboards and Steam Trading Cards.
I think another thing to look at if you're staring at the $30 HFFRJ Bundle, is if you're missing a lot of those bundled games. There's a good amount of quality stuff or high-valued stuff in there - but it's also possible there's a good deal of re-bundle material (NBA2K20 was in a $20 high-tier in recent 2K Bundle, which I own; Observer; etc) and stuff in the "I might own this already" material (i.e. TQ: Anniversary; BioShock Remastered; etc) if you buy a lot of stuff, like some of us around here do.
For me, NeoCab, Elite Dangerous, In Between, Framed Collection really stick out in this bundle to me...namely, since I don't own these.