How do you definite "unsupported"? If the GOG versions gets an update e.g. two weeks later than the Steam version, do you consider it unsupported? Or do you really mean only games where the publisher/developer has publicly stated they are not going to update the GOG version?

I presume you are aware of this:

https://www.gog.com/mix/games_that_treat_gog_customers_as_second_class_citizens

For missing features, I recall e.g. missing multiplayer is quite often mentioned on the store page. Then again where do you draw the line? Some have demanded refunds also because the GOG version doesn't have achievements (like the Steam version does), so should all achievement-less GOG games be mentioned too? (Then again if the gamecard doesn't mention achievements as a feature, to me that should be good enough hint whether the GOG/Galaxy version supports them.). I recall at least TinyE got a refund for the Homeworld game due to that missing update.

Deserts of Kharak seems a special case anyway. The publisher at least says they have sent the updated files, but GOG (apparently) says that applying them to the GOG version is complicated due to the removed DRM. I have no idea why it complicates things, sounds odd (ie. is the DRM really that integrated to the game that it complicates even updates to the DRM-free version?).

If Kharak really can't be updated at all, then yes I agree GOG should just pull the game from the store and possibly offer refunds to people who have bought it (but then I've understood they have already been doing that, if requested). You should contact the publisher for them. Some do give them. Or in the case of Deserts of Kharak, if you get a refund from GOG, you just normally buy the Steam version after that.