Hello.
I don't see any patch under files section on GOG website.
Only new version of the game.
Does this mean that I have to download the whole game and reinstall it to obtain the latest version?

I re-downloaded the game and reinstalled over the old one. The patch took and updated it.

I see.
It's a bit weird way to install patches to redownload the whole game.

Yes - especially when the developers actually provide much smaller patches directly on their website.

Unfortunately I believe these patches only work with the version bought directly from their website, since for some reason the copy that GOG and other online retailers release is slightly different.

Still doesn't explain why GOG can't release a GOG version of the patch(es), since they do this with other games.