GTA 4 recently left Steam, but the game is coming back soon. Unfortunately, some features fall by the wayside.
Since GTA 4 was developed for Microsoft's Games for Windows Live platform, but is no longer operated, it was no longer possible to buy the game on Steam. It is simply no longer feasible to generate keys for GTA 4 and then sell them. On March 19, GTA 4 will return to Steam as a Complete Edition – the game is actually not quite as complete as the title suggests.
GTA 4 and GTA: Episodes from Liberty City are replaced by the Complete Edition. Don't worry, your saves are safe. However, the return of the game involves a compromise: The game's multiplayer mode and leaderboards will no longer be available. Unfortunately, it also hits the Vice City FM and RamJam FM radio stations – fortunately that should only be temporary.
If you already own GTA 4 (Steam version), you can expect an update to the Complete Edition. You can do all of that the page in the Steam Shop read it again carefully.
With a 98 rating for PS3 and Xbox 360 on Metacritic, GTA 4 belongs to the mandatory program of its genre and is still worth playing even with these restrictions.