The GOG version may have the music set to use General midi sound for midi music instead of the adlib that DOSBox uses by default.
General midi (either from a soundfont or midi module) produces much better sound quality, but you need to either own a midi module (and appropriate cables) or configure a soundfont to do midi. Unless you enjoy tweaking, it's probably not worth it.
If you copy the contents of the GK1 CD to a folder and install the game from the folder, it will run from the folder without needing the CD in the drive.
If you want to hear what GK1 music sounds like with a midi module,https://www.youtube.com/watch?v=aFcTfHdOOSI
It's quite a difference from the Adlib.