If you want to be a goody two-shoes, buy the game, download the .exe, “lend” it to him - never play your GOG version while he is playing, you play make-believe it’s physical media without a copy, and just keep playing your Steam version.
However, if you read their Terms it’s actually legal for you to keep two copies of the game - like one on the device you are playing and another one somewhere else for backup.