That doesn't really make sense to me. I am more keen to buy a game here rather than say Steam if the whole collection is here (hence the reason why I own Return to Mysterious Island 1 and 2 on Steam and not Return to Mysterious Island 1 here on GOG).

Haha no, I meant it made sense what he said as a possible explanation, not that what GOG does makes sense.

I understand this (except for the buying them on steam part), and they should too. They don't usually release episodic games here until completed, just because there's always the chance they never will. So, it makes sense from a collectors standpoint to wait until a series is completed before buying it. And yet, they don't usually release all games in a series at once, even when it's old and available. So, yes, releasing only some titles of a series as a test of how it works is clearly unfair, as many people might only buy them if they know it'll be completed. But empirically it looks like they're doing that at times.
It's probably even easier than rejection with old titles and distributors they have a working relationship with. They reject indie titles when the developers approach GOG. But with old games like these, GOG's probably the one that has to approach the companies for specific releases. So they just don't.