patches are available to all versions, even if they roll out the updates at different times. atm the order is steam->vault->gog as far as i know.
I think it's more like Steam->Vault->Pirate versions->Alternate dimensions->Hand typing from Smoke Signals->Gog
LOL
Also, steam users have the lobby only because steam already has a network that can easily be integrated into games(steamworks) otherwise even steam would be without a lobby.
As for patches, steam is faster usually, due to the fact, that everyone gets the patch as soon as the devs uploaded it. While with other versions, you need to wait until they make it available, and than you need to download it manually.
