The version of GTA4 PC owners could previously buy depended on Games for Windows Live for its multiplayer component. Rockstar also used the service to generate new game keys. When the game was pulled from Steam last month, the studio told The Verge it was "no longer" possible to create the new keys it needed to sell the game. The new version of GTA4 that's launching next month on Steam and the Rockstar Games Launcher removes that dependence but does so at the cost of multiplayer support.
This isn't the first time a developer has had to strip Games for Windows Live from their game. In 2014, for instance, From Software updated to Dark Souls to migrate the game from the service to Valve's Steamworks backend. Other popular games like the Batman: Arkham series have also had to migrate away from Microsoft's platform.
If you already own GTA4 on PC, you'll be able to update to the new version of the game once it becomes available next month. While the loss of multiplayer is unfortunate, most series fans probably weren't turning to GTA4 for their multiplayer fix anyway. They've been playing GTA Online on-and-off for the past six years.