GOG extras include a script. However it seems to be different from what you see in the game. The intro for example starts with "He was a drifter...", while the pdf script has 3 more scenes before it.

Any idea why is there a difference?

Probably because some of the stuff they had scripted was cut due to editorial concerns about tone or content (Wolves and Children comes to mind; that one must have been bad for it to not even make it into the script...), or it wasn't feasible due to time constraints or the technology just not being there yet.

That last one alone presents so many challenges. To start, two CDs (which is what the game originally shipped in) was enough to hold what they had, and I shudder to think how many they would have needed to shoot everything in the script. Then there's all the elaborate camerawork demanded by some of those scenes; that might not have been a problem on a movie set, but this was a primitive game being shot at one angle so as to keep the actors in front of the blue screen, to say nothing of all the ridiculous time that would need to be spent on animation for the backgrounds even if they had found a way to do that kind of fancy camerawork.

So the "script" file is not actually a script of the game (someone writing a script of all the cutscenes in the game), but rather the script on which the game was based (and ultimately not all of it used)?