As the title states: Are the versions on Steam any different than the versions sold in this bundle on gog?

Yes 4,5, and 6 are the same versions.

Steam uses copy protection, albeit a relatively benign form of it.

Thanks for the replies. Yeah, I knew the exe's of the games were modified to require the Steam client, I just wanted to make sure that the games were exactly the same otherwise. I went ahead and picked up this bundle so now I have no reason to keep the Steam versions backed up.

There is a small, tiny difference between these two. Steam version uses updated portraits for main character from Avernum: Escape from the pit. Everything else is the same.