I got the game through a Nvidia purchase and then of course got the GOG version of the game. I was wondering if it was possible to buy the Expansion Pass on Steam, since I have enough on my Steam Wallet to buy it from there. However I'm unsure if it would be playable when I don't have the game on Steam? Or would I have to get the expansion from GOG as well?

I guess it is not possible because I have never heared of Steam just giving you a code that you use on a different website. But I think the only person who can really tell you is someone working for GOG. So just wait a day or two and if you did not get an official answer here just write an email to their support.