There must be some kind of mistake here as I cannot find Take Two among the publishers of games on GOG. Someone needs to tell Take Two that they are making a mistake.

Take Two is the owner of 2K Games, which is already here, so this not the problem. But quick search reveals that TT was the publisher only for the 3rd part (the only one not made by Bungie). The 1st was published by Bungie (owned by Microsoft) and Eidos and the 2nd by Bungie and GT Interactive, which is now under Atari. So to bring the whole trilogy would probably require to deal with 4 different companies - yeah, good luck with that. O.o

Not at all. The games have been bundled together before many times. TT has the whole rights.

Mobygames says that anthology was created only for Polish market, so I'm still not convinced that TT has rights for worldwide release.

https://www.mobygames.com/game/windows/myth-antologia

The Total Codex (Myth 1 + 2) was published by Bungie alone. Bungie lost the rights to the series (to Gathering of Developers) at the same time that they were bought by Microsoft. So MS never had the rights and besides, as far as I know Bungie is independent now anyway.

I'm not in my "headquarters" right now so I can't check at the moment, but I'll see the companies involved when I take a look at the Anthology box when I come back.

I don't think The Total Codex was ever sold as a stand alone in Poland. It was only part of the Anthology. Besides, at the time the Anthology was released Bungie was owned by MS. MS had a publishing deal with CD Projekt but Anthology was published by Cenega.
The box art only has Gathering of developers on it but as I said - I will have to check it out later.
I can't speak about Atari, but Eidos was more of a distributor than publisher. They never were a problem with other games they published like Blood or Shadow Warrior. I don't see why this particular case would be different. The Polish box by the way for both original and later cheap re-release also had Eidos logo and it wasn't a problem with Anthology release.

Check this - https://www.mobygames.com/game/myth-the-fallen-lords/release-info

Eidos is mentioned as publisher for several European countries, this is probably the main reason why the game is not here.

For the 2nd game, GTI is publisher only for Mac version in Germany, so it looks like this is not the problem - https://www.mobygames.com/game/myth-ii-soulblighter/release-info

As I said, they also "technically" published it here as well and it wasn't a problem.

I had some problems posting this. I apologise if forum decides to eventually make 3 posts after 20 minute delay.

Seems like there's a special deal for Poland, but I still thinks that at least Eidos (Squeenix) must be involved for the re-release of the 1st game.

I really don't think so. Simply, most games still go through distributors here, but it's always publishers decisions (the only big self published titles here are from EA and Ubisoft, but even they were relying on distributors until 2006 or something around that time). And Myth was definitely considered an Eidos title then. I see no way for Square-Enix and Take Two to agree to sell their games in one box.
Blood was also published by Eidos in Europe (interestingly only Blood wiki seems to mention this for some reason) and it proved to have no consequences later when Blood was released here.

Bottom line - I'm almost certain that there are no legal problems with these games. The only reason they are not here is because TT doesn't care.