I checked after your post and I believe some games do indeed have achievements in the Galaxy client, so...I have no idea why the Baldur's Gate and Icewind Dale EE games don't have achievements up yet. Maybe Beamdog haven't okay'ed it with GOG yet, or maybe GOG is just slow with updating the games. Either reason wouldn't surprise me.
I assume that Beamdog has to modify the games to use the gog functions for the achievements. I don't think that there is anything that gog can do…
If that's the case, it's strange that Beamdog hasn't gone through the GOG achievement process on their end, since they have with Steam a long time ago. The Beamdog-specific version of the games may even have achievements at this point.
So I don't know what's the cause, but I hope they come soon. Achievements aren't everything, but I'd be lying if I said I haven't played a game longer than I needed to just to get them. They're a good way to enhance replay value with minimal effort.