Probably because it needs someone to code them for the Galaxy client, just as it required someone to code it for the Valve client; the difference is that Steam is the market leader, and hence has people willing to make the effort because more / most people will benefit from it, whereas those who purchase games from Gog include a large proportion of their customers who do not even use the Galaxy client, and so it is not very highly esteemed (at least not esteemed by many people, as a ratio of customers who are able to use it).
Additionally, some of the existing achievements that have been coded for Galaxy do not work correctly; this is no doubt because there are issues interfacing Galaxy with the hooks that have been built into the games to transmit goal achievements to the (Steam) client.