The Gamersgate version of Crusader Kings 2 is no longer supported, according to Paradox Development Studio. All owners of Crusader Kings 2 on GamersGate have now received a Steam activation key which can be found in their game library.
You can read about this change here; Forum.paradoxplaza.com
And the patch notes for 2.0.3, the first Steam only patch can be found here;
Forum.paradoxplaza.com!
Remember, if you have the GamersGate version you will never have a new patch, 2.0.2 is the final patch version for the original GamersGate edition of CK2. To keep your game updated and compatible with the latest mods and DLCs you will need to activate the Steam version with the key provided in your GG library.
If you need help or assistance, head on over to the Paradox Forums where the forum staff are more than willing to help out; Forum.paradoxplaza.com
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Check the first link in the text; Forum.paradoxplaza.com
Basically maintaining two versions of the same game was taking away development time that could be better spent on other aspects of the base game.