In Glenn Gould's recording of Bach's Toccata in C Minor, it sounds like he modifies the melody in the the right hand to add two extra notes
You can hear it here.
Is this just a Gould improvisation, or are there editions where these notes exist?
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It is comparatively typical baroque phrasing to add the intermediate as an appoggiatura to a descending third in ending phrases. It would be unusual if the staccato marks were there in the manuscript, though. But I don't see dots in the Urtext: your edition is filled to the brim with fingerings and articulations that are not in the original.
So while it seems like a Gould addition, it is not out of the period execution style.
To make @user87310's point more explicit. Embellishing on the written score was perfectly normal practice in the baroque. However,
So it's to be expected that it may come as a surprise to the OP that a performer so clearly deviates from the score. However, be assured that for other performers to supply some extra notes is the most normal thing to do.