This this true, though Vice City did have a hilarious Talk Station and the music in that game was pretty great too. That's also depending on what your opinion is on 90's music.
That wasn't even the best song in the lineup. Flying around in the Rustler over Area 69, dodging SAMs and shooting down Hydras, all while listening to Freebird, made for a great gaming experience.
Crusing through Liberty City at dawn, listening to The Doors does it for me. Damn, now I want to go play GTA IV....