Hola Marcos

It's not exactly the same as estar + gerundio; when we use venir + gerundio we talk about a progressive action but venir + gerundio implies that that action had a beginning in a previous moment, before you say it, so, for example, in this sentence:

Here, the use of "vengo" implies that the speaker has started to think about his apology to Antonio before, so he's been thinking about it for a while. If the speaker had said the same with estar + gerundio:

here this doesn't imply any previous thinking, the action of thinking starts when the speaker says it.

I hope this clarifies it.

Saludos

Inma