Leroux: Damn, I didn't know the package from the 3D Realms site includes Commander Keen. I got the Steam version from Bundle Stars recently but was a bit disappointed that the Keen games weren't among the selection. Then again, seeing that the 3D Realms website anthology also includes Wolfenstein 3D, I wouldn't be surprised if the whole package was not available for purchase to German customers anyway. :(
3D Realms only has the legal ability to sell those two games (Commander Keen and Wolfenstein 3D) on their site. Both of those games are missing from the Anthology on Steam, since id/Bethesda are publishing them there. In exchange, 3D Realms added some other games not present in their site (like Balls of Steel).
SCPM: It looks more likely than before that the Duke games will be removed from GOG. =\
Who knows. Maybe they'll be featured in the next weekend promo or weekly staff pick before they are removed.
amok: Keen 1-
5 is published by id on Steam -
http://store.steampowered.com/app/9180/
Unfortunately, the 6th episode is still missing. :/