Xcom 2 collections has Xcom 2 plus all the expanses for it.

There is also a bundle that includes Xcom 1 and all expansions. Xcom complete or something. Are they not on Gog?

Also while we're here. Which is better, Xcom, Xcom 2, or Jagged alliance? (and if JA, which version?)

XCOM 1 Complete bundle on GOG:
https://www.gog.com/en/game/xcom_enemy_unknown_complete_pack

At the moment there is NO bundle for XCOM 2 on GOG, you should buy them individually:
https://www.gog.com/en/game/xcom_2
https://www.gog.com/en/game/xcom_2_reinforcement_pack
https://www.gog.com/en/game/xcom_2_war_of_the_chosen
https://www.gog.com/en/game/xcom_2_resistance_warrior_pack
https://www.gog.com/en/game/xcom_2_war_of_the_chosen_tactical_legacy_pack

There is also a Chimera Squad game (I can't recommend it):
https://www.gog.com/en/game/xcom_chimera_squad

XCOM 1 is far better in my opinion but XCOM 2 is also a good game.

Asd for the Jagged Alliance games I liked only JA 1 and JA 2 (with patches + unnoficial patch), but they are too different to compare with newly XCOM and I can't even compare them with old X-COM games. I personally prefer X-COM / XCOM games over JA games.

Are the smaller DLCs from Xcom 2 actually worth it? I only got the expansion assuming they were frivolous cheat items and whatnot.

It's way more expensive to buy those separately. What about Xcom 1 do you find so much better than Xcom 2?

One thing that people have said about Xcom 2 is that it is much more modible so that if you don't like the base experience, there are plenty of mods for 2 to give you a different experience that are just lacking for 1.

The Resistance Warrior Pack only includes cosmetics, but the other two DLCs are more substantial, though they seem expensive to me even with the current discounts.

The Reinforcement Pack includes a couple of long missions and boss enemies that integrate with the rest of the game.

The Tactical Legacy Pack includes something like 16 missions that are supposed to happen between XCOM and XCOM2, but they are not very serious. They have a new mechanic in which you have to get as many points as possible, etc. Not necessary but alright to play after you have finished the game once I think.

XCOM 1 Complete is on GOG as Cadaver747 already pointed out.

GOG did sell a complete bundle of all content for XCOM 2 but as far as I can remember they did so only twice: As launch promo and they reactivated that offer once during a big sale. I also think selling a complete bundle would benefit sales since the game is too expensive when you buy everything piece by piece.

I got the launch promo and everything together cost €22.35 at that time which is a lot cheaper than what you have to pay now.

Yep, the same discounts every sale, and there has been many, so many you could call them the base price rather than discounts.

I've been waiting and waiting and waiting.

Not that you have a choice at the moment, either you wait for a sale and hope that XCOM 2 Collection offer reappear or buy somewhere else. XCOM 1 was more like original games with bases and budget management. Enemy Within expansion enriches the game heavily with new features which stayed till the end. XCOM 1 felt hard and I was always on edge.

XCOM 2 had no bases only your main ship like base. War of the Chosen expansion is really cool and adds new factions, additional lore and even a prequel to XCOM 2 mission BUT when you kill all villains from that expansion it's gone like nothing happened (you have the same ending battle like in base XCOM 2, in XCOM 1 it was somewhat different). The first expansion boss is really hard, but after you deal with it you'll get super weapon (e.g. shotgun AAAA+ class) and any subsequent boss is easier because of that, and final mission is laughable. Also I prefer original story line of XCOM 1 instead of XCOM 2.

And I prefer genetic setup for soldiers in XCOM 1 as well.

Lastly gameplay. In XCOM 1 I was unable to stop myself from playing, it was "just one more mission till I get to sleep" most of the time. In XCOM 2 I had to force myself to play more missions.

In one of XCOM 1 mission (evacuation type) I almost "sh!t myself" out of horror and it felt good. Nothing like that in XCOM 2 for me.

My case is closed.

Actually I was talking about "Xcom complete" which includes all of 1 and 2

Then the answer would be - No, there is no such collection on GOG.