The problem with GTA is that it's a fairly shallow game, which limits what kind of immersion you can experience. Imagine if it included more realistic elements like economics and persistent characters. You could decide you have a vendetta against Bob and steal his cheese every time he goes out shopping for groceries. Heck, you could become the cheese kingpin and monopolize access to cheese. Although a more thematic approach would probably have to do with drugs, which doesn't seem like too far of a bridge to jump considering the game genre.