The first GTA was made by DMA Design, who are now Rockstar North. That's why you're confused. According to Google Rockstar Canada made Grand Theft Auto: London 1969 and Grand Theft Auto: London 1961 which are expansions.

Rockstar North are the main developer of the mainline GTA games, and they get subsidised because of that, because it's made in Britain and is recognised as "culturally British". Which, it sort of is, everyone knows GTA is made in Scotland.