Fonzer: It's DLC not expansion like in the old days.
DLC mostly being tied to an online store and i haven't really seen any buyable dlc in a retail store yet extra like they do online shops. Except maybe sims.
Expansions on the other hand were buyable at least the diablo 2 and Lord of destruction expansion i have. Other game like starcraft already came with brood war when i bought it in a retail store. Or most games already had all the expansions included. It happens that if a game has released all dlc maybe then they offer it in a retail store with all dlc included.
Maybe i am wrong about the dlc and expansions stuff.
No, I think you said it right. I think there was a brief moment where physical copies of 'complete editions' sold at stores were shipping with DLCs already part of the installation on the DVD. Oblivion was one - while Shivering Isles was an expansion, Knights of the Nine was considered a DLC. But the very name DLC means DownLoadable Content, so their release has always been intended to be done online, and are thus released this way initially at least.
Like others have said, some gamers still haven't understood the dynamics of the different releases that different stores have, or the financial agreements that surround DLC sales. To put it simply, a DLC is additional content to a game. To expect a DLC package from GOG to work out-of-the-box on Steam is naive. I wouldn't even expect a GOG DLC to work on a retail installation! Versioning/integration/packaging differs from store to store, even when the DLC is just one file that the game auto-recognises on launch (small Oblivion DLCs for instance were just one esp file).
On the financial front, consider yet again what a DLC is: additional content. When Steam/GOG has already got some money for the base game, you are paying them "a little bit more" to have that (usually tiny) addition added to the game. Now consider what would happen if you could purchase a platform-independent installation package. Price rise, that's what. And while I'd love to buy a soundtrack separately from a game on occasion, there could be a financial arrangement which makes this difficult again without raising the price of the package e.g. "we pay the music artist for every game sold, and a tiny bonus for every soundtrack DLC on top of that". In this case, the artist loses out if a soundtrack DLC is sold without the main game. It's not GOG's decision in that case to have the DLC sold to base game customers only. If the gaming company truly wants to release just the soundtrack to anyone not playing the game, they would negotiate this with GOG to get added to the library as a separate entity. Chances are,
they don't.