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SJG does not compile their sourcebooks as a general rule.
Their compilation volumes have been rules only; the examples are Compendium 1 and Compendium 2; one could include both GURPS 3E Revised core rulebook and GURPS 4E core rulebooks as similar in effect.
Further, they still make money on the PDF's, and excepting licensed items, most of their sourcebooks are available in PDF.
IIRC, they have stated that the work compiling the PDF exclusive series into a single (hard|soft)cover book would not economically sound. It would require quite a bit of reediting, and they can only expect to cover the cost of printing for the big generic core books which appeal to a large cross-section of the players.