The steam version of the game gets constant and frequent updates, fixing many things and adding some retouches here and there. I'd like to know if said updates are being delivered to the gog version of the game. Last week they had one on Steam that seems pretty big...

The GOG version of NWN:EE has not been well serviced by Beamdog. We get the major updates but no access to the incremental betas. The last couple of big updates have come through quite quickly, but this has been variable; sometimes lagging days or weeks behind Steam.

If that's the case, that sound pretty ok. Often it's better to be a late user to stuff after certain bugs have been fixed.
So you could see the Steam users as beta testers for the big updates.

Don't get me wrong: the situation is nowhere near as bad as we've seen with the consoles and the Android port, where versions have trailed months or years behind the Steam version and make online play almost impossible. But it is frustrating nevertheless. GOG players are second class citizens to Beamdog.

There are official patches on the one hand and development builds on the other. Official patches get here, and on Galaxy with little delay, while the updating of the DRM-free installers can lag days or weeks behind, and they usually just provide new installers, no patch files, so you have to download the whole package again. Development builds are only available on Steam (and Beamdog?), and any changes contained within them will reach GOG only once an official patches comes out. While there's a rather steady work on development builds, the time between the releases of official patches can vary greatly. It was over a year one time, so GOG users were missing out on the changes of several development builds and the GOG version was over one year behind the Steam version. This year they were a bit quicker to release official patches, but noone can say when the current updates to the Steam version will come to GOG. Could be days or weeks from now, could just as well be another year ...

Steam users being the beta tester is a nice idea in theory, but from what I can tell, it doesn't seem like the official patches have been any more stable than the development builds, so basically GOG users just skip a few of times of having to adapt to a new version, nothing more, nothing less. On Steam, I believe you can opt in or out of development builds though and revert to a previous version if something doesn't work in the new one.

So has it ever happen that you couldn't join a game because you where playing the gog version? If so that would suck, but otherwise isn't it just a needless worry of missing out?

I haven't tried it yet but I assume you can't play games with people who have a version (as in numbered version) different than your own. It's not a needless worry, 75% of the fun in NWN comes from the online experience and the modules.