Grand Theft Auto 4 is no longer available on the Steam store. If you visit GTA 4’s Steam page, you’ll see that there is no option to buy the game.
PC Gamer points out the fact that GTA Vice City did disappear from the marketplace back in 2012 for a short period of time due to problems with copyright in regards to Michael Jackson’s song “Wanna Be Startin’ Something”, but since then, Rockstar has been more careful about licensing rights. In 2018, several songs from Vladivostok FM were replaced in GTA IV because their licenses expired.
One possibility is that this has something to do with Games For Windows Live, which the game requires. Or maybe Rockstar wants to make the game exclusive to their own Rockstar launcher.
However, there is no official statement yet, so it’s not clear why GTA IV is not available for purchase on Steam anymore.
Of course, if you’ve already bought GTA IV on Steam, it is going to remain in your library, and you’ll be able to download it whenever you want to.