It's a shame then, that R* fail even in this regard with their hokey story and poorly written characters which all but destroy any attempts made to create an interesting or immersive atmosphere.
Not that I don't agree with you on the shitty story and all, but I'm almost laughing at the notion that this needs to be anything at all in relation to an atmosphere the game creates.
Howsabout people who never bother with the story? I hadn't touched it for days just farting around the city. Guess all that atmosphere I thought they pulled off, feeling kinda like NYC was all in my head.