I never thought about this today, but what constitutes a numbered GTA game? Vice City and San Andreas seemed like full flegded members of the main series. Shouldn't they of been GTA IV and GTA V?
GTAIII and Vice City also had custom soundtracks. I think they even did similar things with the commercials and such, didn't they?
This feature dying out is much of the reason I've yet to buy GTAIV. I liked having my own music to listen to when driving (I'd have to constantly be bringing up the dashboard blade to do it on GTAIV) since the games never include anything halfway decent for music.