It might be safe to say they (Rockstar) sort of learned their lesson for Max Payne 3 (or they may have totally given up on the PC in GTAV, but with the new delay they might change their minds after all). Mind you there's still the hitch about the unskippable first intro but at least they got rid of GfWL and coded in their own Social Hub overlay.
The biggest issue with Max Payne 3 was the pre-rendered cinematics. It's incredibly jarring going from 2560x1600 @60fps with very high texture quality, tessellation, anti-aliasing and AO only to jump to a pre-rendered cinematic at 1280x720 @30fps (if that) with terrible texture quality and minimal graphics settings. When I first played the game I actually thought it wasn't working properly because the graphics looked appalling but it turned out to be an incredibly long cutscene.
Games should use in-game cinematics so that they scale with resolution and the bizarre thing is that half the cinema were in-game; it's just that those which weren't ruined the experience. I can understand that consoles don't have the memory for that but there's no excuse on PC. So even though the engine itself was well optimised I thought it was only an average port.