Rockstar isn’t the first company to have had to rip GFWL out of one of its games, but most other companies started the process in 2013 when it became clear Microsoft was moving on from the service.
Although the game has continued to work, there are multiple forum posts and guides on the game’s Steam community page that explain how to overcome the hiccups the situation has created. Microsoft started winding down its PC gaming platform in 2013 with the closure of the Games for Windows Live store, but Rockstar has never fully patched the service out of its game. GTAIV’s use of the Games for Windows Live platform has been causing issues for a little while now. “It is no longer possible to generate the additional keys needed to continue selling the current version of the game”