nick187: What is the background story ?
Why were they removed ?
Gearbox acquired the rights to all Duke Nukem games which were previously under 3D Realms. This required an entirely new deal between Gearbox and Valve/GOG. Gearbox doesn't seem to care for GOG, though.
The same happened when Bethesda acquired the rights to Fallout games from the Interplay era (Fallout 1, 2, and Tactics). They were brought back on GOG a few years later in somewhat altered releases.
nick187: Why some levels are missing in the steam edition ?
The expansions, with the exception of the Plutonium Pak, were made by authorized third-party developers at the time, not 3D Realms. Including them would require getting the proper rights, which Gearbox apparently failed to do.
nick187: What is the purpose of life ?
Avoiding to think of the purpose of life, because that's depressing.