I contacted the developer on Steam and he said that GoG decided not to release his game, so I was curious of the reasoning behind it.

Unfortunately the game was refused during a time in which GOG was rejecting many games on the premise that they were "too niche" and wouldn't gather enough sales to be profitable.
Since then GOG has started selling some games which were once previously rejected.
The only way you can tell GOG that you're interested in the game is by voting on the wish list :
https://www.gog.com/wishlist/games/vigilantes

Or by asking GOG directly through their social media.

GOG probably didn't believe enough people would buy it from GOG.

Or, there was some disagreement between the developer/publisher and GOG, like whether the game will have the same features (multiplayer, achievements, bazookas, trinkets) as the Steam version.

Any link to the game? I just found a Youtube-link to a 2015 Vigilantes game, not a 2018.

Already voted for it there :)
Also, Vigilantes gameplay is awfully similar to the recently released title Alder's blood so I doubt there would be significant difference in sales. Trailer: https://youtu.be/VFfr4lChcJw

2018 is official release date, it was Early Access for some time before that.

I would buy it if it came here. There is another similar game in early access about superheroes or something that I can't think of the name at the moment that I would also get if it came here.