I feel the need to say it shouldn't be this way, to avoid an onslaught of replies, but:

It would be dramatically easier to discover and exploit vulnerabilities/glitches in their multiplayer experience, which is their cash cow.

It'd make it a pain to stop abuse of their online platform when it launches, which is financially problematic given gta 5 online made rockstar billions.

I would speculate that it’s not about individuals compiling and playing without paying, but that with access to the codebase, creating cracks and online cheats would be trivial, which might actually hurt their bottom line