I've always been more emotionally invested in games where I make my own plot, which is the genre GTA is supposed to be. I haven't played since GTA 3 but maybe they're providing too much of a story which is unsatisfying? The really open plotless games are so much easier to lose yourself in than a well manicured plot. Like Sid Meier's Pirates back in the early 90's and Mount and Blade Warband