Do these actually do anything? They seem to be a hangover from achievement padding in the X360 version, so I quickly gave up on running around the forest trying to hunt them down. I just don't care because they seem to do jack shit. Am I missing something?

Collecting the thermos are still nice extra thing to do once you have completed the story. GOG version won't give you a badge, but the game has internal statistics of everything you do.

I also do not understand why collecting these thermoses.

maybe Alan just really likes Coffee so much he will drink it even if it is just lying around.

I read somewhere that the coffee thermoses are a reference to the Twin Peaks TV series where the protagonist drank a lot of coffee. In practical terms they are only collectibles counting towards an achievement which the GOG version do not even have.

It's a writer's joke. They drink a lot of coffee.

I collected them because I thought they would increase my stamina and let me run for longer. It seemed logical. If I'd known they didn't do anything, I wouldn't have bothered.

I wish in game collectibles had an impact on the actual game.

Yeah it has no impact on the game but it is fun trying to collect them