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So, why does the search term exist? Because Grand Theft Auto: San Andreas (available on PS2) shared a map with GTA IV via mods, and confusion spread. In the world of ROMs and ISOs, "highly compressed" usually refers to file archives (like .7z or .rar) that use extreme algorithms to reduce file size. For legitimate PS2 games, compression is minimal because the PS2 reads raw data.
If you want to play The Ballad of Gay Tony or follow Niko Bellic’s story, buy a used Xbox 360, an Xbox One (via backwards compatibility), a modern PC, or an Xbox Series S. The PS2, for all its glory, remains a machine of the 6th generation. GTA IV belongs to the 7th.
