Well, because it was popular on PlayStation first, obviously Rockstar agreed to a deal with Sony.
But if there was no deal? Well, maybe it would be on Gamecube. But thing is, Rockstar haven't exactly supported Gamecube all that well. The only game I know from them is Smuggler's Run Warzones.
But are you f**king s**ting me? Rockstar (North) was on Nintendo Dream Team? Wow....
But yeah, I reckon would be on all three console, but on PS2 and Xbox first. After six months, THEN they're gonna release it on Gamecube, so that would assure poor sales, giving them a reason for them not to make games on Gamecube. Lots of developers do this. Konami being the forerunner.