The complete edition actually has been replaced for each DLC release by a "more complete" edition, with a higher price to account for the extra content.
If you bought it before The Under Games release, it will not be included for free in your edition. But you bought your pack cheaper than what the current one costs.
So you don’t have access to The Under Games, but that’s because you didn’t pay for it ;)
Just some clarity on terminology surrounding the collections. Only the Ultimate Edition has even been branded as being "Complete" hence the term "Ultimate" I.e. Final.
The previous collections which were available was the Anniversary Collection before the Under Games released which included Heart of Gold and My Pet Dungeon and the Gold Edition which was the Heart of Gold Expansion. This bundle never released on GOG.
Largely these were always provided for parity with the bundles offered on Steam, so GOG customers aren't left out. The only difference between the ones here and on Steam are that the Steam ones allow you to purchase the missing content from a pack while gaining the pack's additional discount.
E.g. In this case if you owned the Anniversary Collection you'd be able to upgrade to the Ultimate edition simply by completing your bundle. Essentially you'd be able to get the under games with the extra 10% multiplicative discount provided by purchasing everything together.
It's unfortunate that this isn't an option on GOG, I'd love to see it. I agree it's a little bit confusing and could probably have been communicated better but we've never insinuated that the collections prior to the "Ultimate Edition" were "Complete". Generally we just want to be able to offer an additional discount on people willing to go all in on the game as a thank you for your up front support. :)