Any reason?

There is no deal between Rockstar / GOG / parent companies or subsidiries.

Because Rockstar is one of the main DRM enforcers in the market. There are so many layers in their DRM that you'd think they have the recipe for immortality hidden behind all that.
Besides, their games are notorious for being poorly optimised for PC. GTA IV was one of worst offenders in this category, and not only on PC. The PS3 version for instance was nothing short of a mess.

This.

Rockstar and Take 2 have some pretty terrible ideas on DRM and monetization.

Most likely:

1. They don't want to give GOG 30% of their revenue for no good reason.

2. GOG is way too small for them to even consider bothering with.

3. If they were to release their games on GOG, then that would greatly undermine their own internal Rockstar games DRM launcher, which they want everyone to use.

The simplest explanation is often the best. In addition to what others have described, and piggybacking off some of that thought, the reason Rockstar isn't on here is because they want all their modern games going through the Rockstar Social Service.

Believe it or not, GOG tries to make all things like that optional for their games, and Rockstar loves it some DRM.

I'm sure they don't care about the 30% cut so much, since they could move volumes. The store probably doesn't have enough customers in its datalogs for them to justify pulling DRM from their titles to make up for their assumed perceived losses from their assumed lack of sales for DRM free games on this website.

This is my best guess and the most logical conclusion I can think of.

Because Rockstar are too busy fellating DRM, that's why.