Because it's nice to have options, and as we've seen time and time again, once a certain site/service becomes the de facto for that niche, it's all too easy for them to start squeezing their userbase for more money.
If you think Nexus won't go down that route (they have overall been pretty good to their users so far), there are still other concerns, like imposing restrictive rules, services going down, the site being sold, etc.
I agree that the situation would be better with more sites, but it's pretty clear this is a special case for GOG (I don't think they'll start hosting just any mod), and even if it wasn't, this mod won't be on Nexus, so the total number of sources for it would stay the same.
I wonder why they don't also host the mod on Steam (like SKSE for the original Skyrim). Also kinda weird that the GOG employee they interviewed used this project as an example of how GOG is different from Steam, when Steam has a long history of hosting mods...
I would wish if some standard mod download, update and collection API would be established, then having multiple mod sites where everything works slightly different, some mods are exclusive and you might have to pay each service separately for a fast download.
I have a lifetime premium nexus account, so I was there when the enshittyfication started, before it was great, now I see that newcomers have it more difficult there. But I am not sure that multiple competing mod sites will be better, because there is no standard API yet.
I would be willing to pay one provider, which pays for hosting and also gives some to the creators, but then I want to have full and convenient access to all mods.
"At the very least, GOG is sure that its support for Fallout: London won’t upset Bethesda,“They're also our partners so we wouldn't want to do anything to harm our relationship.”"