Well, that's sad. GRID and a couple other games vanished from Steam the other month, too, for probably licensing reasons.
I mean, really, it's not such a big deal. Before digital downloads, you only had, what, a few months of being stocked on shelves and that's the only time you made your money, and if someone wanted an older game, they were SOL. Nowadays, you can keep making sales as long as someone wants your game. That's a very welcome change for the industry. But now there's problems like this where licensing different things means it could actually cost money sometimes to keep your games available for sale.
Oh well. RIP, Alan Wake. You were a good game. I suggest it if you don't own it yet. Especially recommended at the sale price.