If you think about it, each of the games has a story that builds to a bloody showdown. CJ's story of redemption, Niko's twisted "American Dream," Tommy Vercetti's "Scarface"-like rise to power, and Catalina's downfall at the hands of the seemingly mute Claude all make for great drama. So no matter what, you've got a great tale of crime, revenge, violence and sex.
Would a GTA movie be a crime drama? An action flick? A satire? The GTA games are all of these things, and balancing the campy radio broadcasts, archetypes of crooked politicians and the weight of the character's stories is difficult to pull off. How do you get the audience to care what happens to a protagonist who beats hookers and steals their money? You hire a director who knows what he/she is doing.