I already have the Steam version of Morrowind from when I bought the Elder Scrolls Anthology,.. but I know that GOG is usually better at preserving older games than Steam. So I was wondering if the GOG version was more compatible or complete than the Steam version.

From what I have read, the Steam version apparently lacks the Construction Set, but I know for a fact that the GOG version has it.

(Of course, you should be able to just download the Construction Set if you need it.)

Another obvious difference is the lack of DRM on the GOG version.

Yet another is that buying any Bethesda game on GOG gets you Arena (CD version, which is not the same as the free version on the Bethesda website) and Daggerfall.