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The afterglows of gamma-ray bursts (GRBs) have more soft X-ray absorptionthan expected from the foreground gas column in the Galaxy. While the redshiftof the absorption can in general not be constrained from current X-rayobservations, it has been assumed that the absorption is due to metals in thehost galaxy of the GRB. The large sample of X-ray afterglows and redshifts nowavailable allows the construction of statistically meaningful distributions ofthe metal column densities. We construct such a sample and show, as found inprevious studies, that the typical absorbing column density (N_HX) increasessubstantially with redshift, with few high column density objects found at lowto moderate redshifts. We show, however, that when highly extinguished burstsare included in the sample, using redshifts from their host galaxies, highcolumn density sources are also found at low to moderate redshift. We inferfrom individual objects in the sample and from observations of blazars, thatthe increase in column density with redshift is unlikely to be related tometals in the intergalactic medium or intervening absorbers. Instead we showthat the origin of the apparent increase with redshift is primarily due to dustextinction bias: GRBs with high X-ray absorption column densities found at$z\lesssim4$ typically have very high dust extinction column densities, whilethose found at the highest redshifts do not. It is unclear how such a stronglyevolving N_HX/A_V ratio would arise, and based on current data, remains apuzzle.

Dust extinction bias in the column density distribution of gamma-ray bursts; high column density, low redshift GRBs are more heavily obscured