https://www.gamespot.com/articles/gta-4-update-removes-some-great-songs/1100-6458552/

Having already alerted fans that it would happen, Rockstar has now updated Grand Theft Auto IV to remove a set of songs due to expiring licensing agreements. Among the more notable removals are David Bowie's "Fascination" and "Evil Woman" by ELO.

Songs were removed from GTA IV the base game, as well as expansions The Lost and Damned and The Ballad of Gay Tony. Additionally, songs were pulled from GTA: Episodes from Liberty City. A "large portion" of the in-game Russian radio station Vladivostok FM were removed, though Liberty Rock Radio was also affected.