La Steam page di Grand Theft Auto 4 no longer allows you to purchase the game, even if there is no explanation as to why. GTA Vice City disappeared from the market for a short time in 2012 due to a copyright complaint for the inclusion of Michael Jackson's song Wanna Be Startin 'Something, but since then Rockstar has been more careful with licensing issues . Until 2018, GTA 4 has been updated to replace several songs of Vladivostok FM before the expiration of the related licenses.
Another possibility is that the deletion from the Steam catalog is related to Games For Windows Live, which GTA 4 still requires in order to function. Every game on GFWL requires a unique key generated by Microsoft, and it is possible that Valve unexpectedly sold them out or encountered a problem of availability.
There is also the possibility that Rockstar deleted GTA 4 from Steam before making it exclusive to its Rockstar Launcher.