Few days ago I connected my Steam account to GOG, and on my Steam account, I have a retail version of Meridian: New World.
I waited it to finish the connecting process, and when I checked it, it came up with "No eligible games found" message.
I know that Meridian: New World is available on this site, but why I didn't got it there after connecting my Steam account?
Maybe because its a retail version?

Definitely Meridian wasn't available in this giveaway..
full list of GoG connect games so far

Because there are only a limited number of titles available through GOG Connect, not the whole GOG catalog. Meridian:New World isn't one of them, as far as I'm aware.

If you read the News thread, and the FAQ on the GOG Connect page, you'll see that games are made available for GOG Connect in batches and for a limited time (they recently added another three), and not every game available both on GOG and Steam partake (or will partake) in this initiative.

As mike_cesara and GR00T said, Meridian: New World was not one of the first batch. Perhaps it will be at some point in the future. Just keep an eye on GOG Connect - if it will, you'll see it and be able to get it here.