I guess it depends on what you mean with "support", but most people mean with that "you can use mods" which you can since years:
https://www.gog.com/forum/caves_of_qud/mods_for_caves_of_qud/post6

I saw those reviews on GOG and they seem very much like repeated false(/outdated?) information. You can plop down any mod you download into your mod folder. no matter where you bought the game. The game is completely DRM free and the only special you get from Steam is the workshop + ingame uploader and the daily leaderboard (because that requires communication with the servers), but you can upload/download the stuff anywhere you want and some workshop mods have links to their github too.

When you make a mod yourself, you will probably not instantly use the Steam workshop for that anyway. You will likely try it locally by working on the files in your mod folder and it works without issue. Itch.io even has mods for Qud on itself
( https://itch.io/game-mods/tag-caves-of-qud ) which would not make any sense if you could not use mods with the itch.io version. There are also other places like Nexus that have Qud mods and you can simply put all of them into your mod folder and access them ingame. The last time I checked you could also use the Steam workshop mods if you did not buy Qud there (I had it on GOG like 3 years ago and could use Steam mods).