I recall in some interview that Rockstar never wants to show footage of the development process or have any "behind the scenes". Even video interviews at their office is rare (I know of only one). Their reason for it is that it would ruin the "magic" when you play the game. Especially back in the day, you'd pop in the DVD in the PS2, and you'd get to see Liberty/Vice city or San Andreas quickly (— no install required). You rarely see an interview of a producer/developer as well.

Honestly, for their current "modern" games, it is understandable. But almost 20 year old games? Come on.