The Bethe-Salpeter equation (BSE) based on GW quasiparticle levels is a successful approach for calculating the optical gaps and spectra of solids and also for predicting the neutral excitations of small molecules. We here present an all-electron implementation of the GW+BSE formalism for molecules, using numeric atom-centered orbital (NAO) basis sets. We present benchmarks for low-lying excitation energies for a set of small organic molecules, denoted in the literature as Thiels set. Literature reference data based on Gaussian-type orbitals are reproduced to about one meV precision for the molecular benchmark set, when using the same GW quasiparticle energies and basis sets as the input to the BSE calculations. For valence correlation consistent NAO basis sets, as well as for standard NAO basis sets for ground state density-functional theory with extended augmentation functions, we demonstrate excellent convergence of the predicted low-lying excitations to the complete basis set limit. A simple and affordable augmented NAO basis set denoted tier2+aug2 is recommended as a particularly efficient formulation for production calculations. We finally demonstrate that the same convergence properties also apply to linear-response time-dependent density functional theory within the NAO formalism.