I think for GTA 4 they choose to go with the consoles because it's much harder to pirate a console game. On PC it's very easy to do.
I think the other motivation for that, is the PS3 and XBOX architectures were different than a PCs, so it wasn't such a simple task to port from one to the other and still have a polished game.
Since GTA 5 is going to be on PS3 and 360, it's the same exact issues they had with GTA 4. I think the main motivation however, is just the piracy aspect. I personally would prefer to play it on my PC, but since I know it will probably be 6 months or longer after the PS3/360 release before it comes out on the PC, I'll end up getting it for a console.