When are we getting this? Steam has had it for about two months now.

Clearly you haven't updated your game in those two months. We have everything that Steam has except for the most recent set of hotfixes.

I have installed the available updates.

Then you should have both Antiquarian and Town events + 1 hotfix.

Indeed. If for some reason you don't, you might want to talk to GOG directly.

I Installed the game over what was installed (rather then uninstall/reinstall) and it worked.

I am not sure what the problem was, but installing the game again fixed it.

I had problems with patches for several times. Actually, now I install patch, open the game, check the build, and if it is not relevant, I uninstall/reinstall the game.
There was also an issue with the Antiquarian patch: all "antiquarian_A<B,C,D>" folders were identical, therefore all four her skins were the same. And again, full game installer was OK.
So I'd recommend to reconcile and reinstall the game, well, every time the new patch is released. At least for Darkest Dungeon. At least on GOG.

GOG installers occasionally fail somewhat silently partway through - generally if your virus checker takes its sweet time checking it out such that the files are "locked" by the virus checker.

If that was the cause, then there should be a log file of some kind created in the same directory that you ran the installer from...

Hasn't happened to me since I upgraded my PC + OS, but on my ancient rig this would happen almost every new update and for almost any game on GOG - at least where the installer file(s) are > 1GB.