Earlier today, it was found out that GTA 4 was no longer available to purchase on Steam. This was originally discovered by a member of the ResertEra forum. The member mentioned that the GTA 4 page on Steam does not have a purchase button. The page itself did not explain why we can no longer buy the game.
Recently, a statement was released from Rockstar Games clarifying why Grand Theft Auto 4 can no longer be purchased from Steam. Here's what the company had to say: "Grand Theft Auto IV was originally created for the Games For Windows Live platform. With Microsoft no longer supporting Games For Windows Live, it is no longer possible to generate the additional keys needed to continue selling the current version of the game. We are looking at other options for distributing GTAIV for PC and will share more information as soon as we can."
However, if you bought GTA 4 on Steam, you can play the game without any issues. You can also purchase the Episodes from Liberty City standalone DLC, which also uses Games for Windows Live. If you're looking to buy GTA 4, you can still get Steam keys for the game from third-party sellers like Humble.
This confirmation from Rockstar Games puts a lot of speculation to rest. It's not the same music licensing issue that happened in 2018, resulting in the removal of dozen of songs from the game.
Similarly, Rockstar also removed GTA Vice City from Steam for a brief period in 2012 due to copyright claims on the song "Wanna Be Startin' Something" by Michael Jackson.
Although GTA 4 has left the Steam marketplace, GTA V and GTA San Andreas are still available for purchase. Again, if you already have the game in your Steam library, you can still enjoy it without any issues.