Thank you so much for pointing out the DRM-Free version of this game! I have it on Steam, but I really dislike that Steam has to be running while I play. And, some day, Steam might not exist anymore...and what will happen if I want to play anything I bought on it? Oops! Can't play my games anymore! No, I hate that uncertainty. So I'll be watching to see if the game goes on sale again at this Humble Bundle site and get it there. Thanks again!

I've had a chat with Daedalic Entertainment and they told me they never got around a release on GOG and that they probably never will. :(
So I've bought it from Humble Bundle. I've also noticed they have Daedalic Entertainment sales just like GOG has, except less frequent. So there's a high chance of buying it on sale. ^_^

I'm glad I made someone happy by sharing this. :)

MarkoH01 debunked most myths already, but there are some more details you should be aware:
The bonus content varies alot between versions:

On Humble Bundle, there is no bonus at all, besides those extras in game itself, which are questlog, mini game instructions and developer's commentaries.

On Steam, there is quite some bonus, but the soundtracks from the first two games are indeed missing. The soundtracks for Goodbye Deponia and the commentary songs are in FLAC and MP3. "The Art of Deponia" a making of video is full HD with subtitles in German, English, French and Russia. Audio English.

And there is of course the physical media. I'm aware of a single disc version and a 5 disc version:

The 5 disc version has the soundtrack as CD Audio, just like the Limited Edition DVDs of the individual games. The commentary songs are in FLAC und MP3 instead of CD Audio. Italian is not included, and the bonus videos are only DVD-Video with no subtitles instead of full HD from the Steam version. The concept art is also SD resolution, presented as a slideshow on the DVD-Video part.

And at last, there is the budget 1 disc release. Also this version has no Italian. And given the limited disc space, the soundtracks, while still complete (unlike Steam), are MP3 only. The Videos have a rather low bitrate and are downsized to 1280x720.

And if you want Spanish audio and/or subtitles, there is no Complete Journey Edition for you at all.

About the developer's commentary: It is a mix of silly acting, Poki songs and sometimes even actual background information. In the German version, Gronkh (voice actor for Goon) also did some commenting.

Albeit somewhat far fetched, the questlog would be indeed the only thing which could qualify the Complete Journey as a directors cut. Poki wanted it to be in the game from the beginning, but didn't found the time initially. At least when Goodbye Deponia was released, it already has an early draft of a (not yet functional) questlog.

Time to switch to Linux then. All Linux versions of the Deponia games on Steam can run without Steam out of the box.