One complaint that many people say about GTA5 is that they don't like the characters. They're all sociopathic and none of them are role models. Yet, I appreciate Rockstar flat-out acknowledging that the characters in this world are heartless without pretense. They are killing and stealing for greed rather than any higher motive.
GTA IV, in hindsight, was awkward. It seemed like a moving story at the time, but now with a more mature lens, I look at it and it seems so strange. In all three cases, it's a tough sell to have a protagonist being a merciless killer and believe they are any different from their protagonists. This is what often bothers me about most action games (like Uncharted 3 for example), where characters are brutal killers during gameplay segments, yet lecture the player about mercy and saving lives during the cutscenes.
GTA V closed this gap by praising hypocrisy and making the characters all-around bad. The easiest solution in a game with guns, but nonetheless a solution. Gaming often sorely lacks actual options to play as the anti-hero. Often times, the anti-hero is just a decent person with a bad attitude.
Most games' morality systems are shallow. Aka, be either the good guy or bad guy. Not siding with your heart what is right or wrong. Just "pick a team uniform" and get the benefits. ME2's morality was much like this, but Mass Eff 3's morality actually explored those gray areas for example.
In a comedically sociopathic game like GTA V, there are a lot of gray areas. But it's nice to be able to rob a bank to actually cause chaos rather than for any pretense.