Getting the expansion packs requires making deals with the publishers for each since they were created by a third party. It's possible that they can't or won't license the expansions to GOG for distribution. The Megaton edition is Steam exclusive and it's impossible to know what terms were required to make that happen. It's also impossible to know if GOG has tried to get the expansions or not.

I could be wrong, but if I recall correctly, Duke Nukem 3D belongs (or belonged) to 3Drealms while the third party companies that made or published these expansions are now owned by Atari.

Actually, I believe the 4th episode is the only "official expansion" for the game. All others are unofficial if my memory serves me right. I did read that the Steam version of Duke was being "reworked" for multipayer by Devolver Digital (Serious Sam series).

The fourth episode is the only official expansion. Duke It Out in D.C., Nuclear Winter and Life's A Beach are official unofficial expansions, like Insurrection or Retribution for Starcraft, Hellfire for Diablo or Conquests Of The Ages for Age Of Empires. These expansions are "unofficial" in the sense that they were developed by third party but "official" in the sense that they received the official stamp of approval from 3Drealms, which was a pretty big deal back in the days where a guy could download the entirety of the fan maps posted on the internet, burn them on a CD and market these as an expansion for a cash grab.

Duke It Out In D.C. and Life's A Beach are both pretty good episodes which are just as fun as the original episodes. Nuclear Winter is alright, nothing more, but I suppose it can be included for the sake of completion.

The Playstation port of Duke Nukem 3D also got an alternate fourth episode titled "Plug N Pray" developed by the team that ported the game. Modders managed to extract the maps from that episode some months ago and are currently working hard to port it to the PC.

I bought Megaton on Steam and all I do is copy over my .GRP files from the expansions and then I have them DRM free. Pretty simple really.

Don't hold your breath for any of them to make it here. It would be a completely different version on GOG instead of a straight update due to licenses, and besides that stripping the DRM from it means no multiplayer thanks to Steamworks (though you could get it going on EDuke32 no problem, therefore somewhat solving that.)

Only thing left that's "official" are things like Duke!Zone II. No way to get those anymore outside of eBay I think.

Not here to encourage any piracy, but you can download an ISO of that disc here: https://archive.org/details/cdrom-duke-zone-2 (Straight from the software section of Archive.org)

In fact, you could find all sorts of compilations that were sold throughout the 90s. They even have Nuke It! (I still have it, though I have later found out that the CDs were no longer sold due to infringment or sold without permission).

If the link I provided causes trouble, I will take it down.