So what's the deal with these "Secret Achievements"? is this a GoG bug? I've finished TR2 twice now, and there are still achievements that are shown as secret, even some TR2 achievements. I've unlocked some of these by looking up in the internet just to be aware of them, but even then, in my activity they still appear as secret, but in My progress they do appear now.

I don't see this in other platforms, so what's going on??

GOG achievements are bugged. I have somehow gotten all pick-ups and enemies killed in a playthrough of TR1 and somehow did not get the achievement for all secrets or for killing Natla. It is sadly not an uncommon issue that they don't unlock properly.