First reported by PC Gamer, the official Steam store page for GTA4 has removed the option to purchase the game. Developer Rockstar Games have not issued a formal statement regarding the removal.
At the top of the page's description, a disclaimer is listed, explaining a complication regarding making a Games for Windows Live account in-game.
"PLEASE NOTE: Microsoft no longer supports creating Games for Windows-LIVE accounts within Grand Theft Auto IV. You can create an account through account.xbox.com and then log into your account in game."
Currently, this is the leading reason for the purchase option's removal. It's possible that an emergency patch is in the works and they do not want unhappy players in the meantime. Though that hasn't stopped people from guessing other ideas. Some believe that this will actually be part of a secret plan for Rockstar to move the game to its own game launcher.
Back in 2012, Grand Theft Auto: Vice City was briefly removed from the marketplace as well. It was later discovered that this was due to some copyright issues with the music in the game. The game has since patched out the music and restored on the page. GTA 4 removed songs from the game in a patch just last June due to license agreements, so it's very unlikely this is the case again.
Frankly speaking, there's nothing to be afraid of. The game will most likely return to the storefront soon enough and Rockstar will reveal why. If they don't data miners sure will. For now, have patience. Maybe you can go bowling with your cousin.
If you already own the game on Steam, you can still download and play the game through your Steam library, no problem.