Hi! The 'works on' description on the storage page says this works on windows and macOs. It says linux 'coming soon'. Is this still the case, or is there a native linux binary available now?

Still Not available for Linux Native.

I have been patiently waiting for update

Me too. I wrote a support request in December and nothing changed since then. :-(

Is it just me, or is there a "native" Linux build up on Steam, but not on GoG? If this really is the case, I'd have to wonder why they haven't put it up on GoG as of yet.

I saw that as well. But it seems quite often that there is a Linux version on Steam but not on GOG. :-(
But while the developers of for example Desperados III clearly stated that they will not provide a Linux version on GOG to reduce support costs on their side here the game page still states: "Note: Linux version will be available soon." But now it's 8 month since the release and I am still waiting.