neowin[.]net/news/grand-theft-auto-iv-isnt-being-sold-on-steam-because-of-games-for-windows-live
"Grand Theft Auto 4 was originally created for the Games For Windows Live platform," began the statement from Rockstar. "With Microsoft no longer supporting Games For Windows Live, it is no longer possible to generate the additional keys needed to continue selling the current version of the game."
Of course not everyone is looking to buy GTA4, but it points out a problem for any other games similarly created for Games for Windows Live.