Steam manages your games. It installs a base game and applies updates as they are released. If you install a game and go to the moon for half a year, then come back and connect via steam - it will download all updates to this point - perhaps even by delta difference. It can do this, because Steam knows what version/files you have installed and which you need to be up to date.
New installs simply get the updated files, no downloading and applying patches.
GOG cannot do this yet. Because GOG does not manage your software.
In the interest of reducing hassle for new installs, GOG regularly update the base install. They do not keep old base installs and old updates!! I know, because I politely asked them for an older version of a game.
Unless you're on the ball and keep your game updated with the small updates as they are doled out, you'll end up with having to download the game again.
