Just noticed this on Steam this afternoon but you can no longer purchase the game on Steam. Most likely this is due to either Games for Windows Live and/or expired music license. You can still get Episodes from Liberty City for now but I expect this game to be back at some point in the future.
https://store.steampowered.com/app/12210/Grand_Theft_Auto_IV/
https://store.steampowered.com/app/12210/Grand_Theft_Auto_IV/
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