Removed how? If I have a game on my system, especially one that old, it takes action from me for anything to happen to it. Does Steam regularly reach in and delete stuff from your hard drive?
Steam games can force updates when you log into Steam.
Even if you tell a game in your Preferences to only update when necessary - any forced-updates from the dev's and pub's can override this setting. You'll just have to deal with it, TBH.
They (Steam, dev's, pub's, etc) can replace the old grouped-file pack of music (which has music files inside it) with an empty pack. Or, they can place a file in there w/ less music that has a newer file updated date. This will force Steam to replace the old file w/ the newer file.
My suggestions, you can do a few things.
01. Back-up your GTA4 game-folder in full now. Just remember, both GTA4 PC and EFLC are each about 16GB or piece! If you're that worried about everything, do this!
02. Just back-up the music folders/files from GTA4 game-folder elsewhere, as long as it's outside of your Steam folder. This way, you always have it - just in case you can manipulate the files now or later.
03. Find a program or app that can extract the music files and stick them elsewhere, just not in the Steam folder. GTA's popular, so...I'd guess they might use a file format that some app can extract already or some modders already wrote a program to deal w/ this. (i.e. In GTA5, OpenIV can extract GTA5's music files).
04. Find out the GTA4 Soundtrack songs. Here's that list:
http://gta.wikia.com/wiki/Radio_Stations_in_GTA_IVAnything you already own on CD, MP3, FLAC, WAV, or whatever - convert it to MP3 and toss into the GTA4 MP3 Radio Station's music folder.
05. Wait for the hopefully inevitable mod that has all of the old music files and put them back where they belong. For example: Mafia 1 has been through similar situation, where a lot of the music's been removed - but there is a mod now, on the PC, which has all the old music files.