We analyse the properties of MgII absorption systems detected along the sightlines toward GRBs using a sample of 10 GRB afterglow spectra obtained with VLT-UVES over the past six years. The S/N ratio is sufficiently high that we can extend previous studies to smaller equivalent widths (typically Wr>0.3A). Over a pathlength of Delta(z)~14 the number of weak absorbers detected is similar along GRB and QSO lines of sight, while the number of strong systems is larger along GRB lines of sight with a 2-sigma significance. Using intermediate and low resolution observations reported in the literature, we increase the absorption length for strong systems to Delta(z)=31.5 (about twice the path length of previous studies) and find that the number density of strong MgII systems is a factor of 2.1+/-0.6 higher (about 3-sigma significance) toward GRBs as compared to QSOs, about twice smaller however than previously reported. We divide the sample in three redshift bins and we find that the number density of strong MgII is larger in the low redshift bins. We investigate in detail the properties of strong MgII systems observed with UVES. Both the estimated dust extinction in strong GRB MgII systems and the equivalent width distribution are consistent with what is observed for standard QSO systems. We find also that the number density of (sub)-DLAs per unit redshift in the UVES sample is probably twice larger than what is expected from QSO sightlines which confirms the peculiarity of GRB lines of sight. These results indicate that neither a dust extinction bias nor different beam sizes of the sources are viable explanations for the excess. It is still possible that the current sample of GRB lines of sight is biased by a subtle gravitational lensing effect. More data and larger samples are needed to test this hypothesis. (abridged)