I remember that on my original copy of Myst purchased back in the day, there was a great video about the making of Myst. I am very disappointed that the Good Old Games release doesn't have this available as an extra.
1. Why is this so?
2. Is there anything I do about it? Can't I send a copy to the GOG.com team or something?

I'm not sure if it was included with the Masterpiece Edition, which is what GOG is selling here. Somebody ripped the video from the original 1993 release and it's on YouTube in [url=http://www.youtube.com/watch?v=M5deic5mU1A&feature=related]parts. If you want, I could look up my own copy and upload the original file for you somewhere.

GOG distributes everything they have distribution rights for. Sometimes there are issues with some media, maybe the "Making Of" creator holds the rights and would not grant GOG distribution rights or wanted too much for the rights. Rather than NOT releasing the game package they will release it with all the media for which they have the rights to distribute.
Even if you sent GOG a copy of the video they could not distribute it if there is a licensing or distribution rights issue . . =)

I have the Masterpiece Edition (from the 10th Anniversary Edition) and it doesn't include the making of video.

Yeah, it does have a nice interview with Rand Miller but sadly no 'Making of' video :(
I have to say that the lack of extras for the series is very dissappointing. Four games and other than the manuals there's zilch in the extras department.