I don’t imagine Rockstar would easily be able to sue anyone in the US who tries to play. We haven’t seen that scenario play out with any other emulation or de/re-compilation situation.
How would they know who you are? The RIAA was only able to sue students on college campuses because they were able to get institutional help to match a human with an IP address.
An average Joe with a non-logging VPN defeats that effort immediately.
Someone downloading with Usenet is never at significant risk since they never upload and redistribute data, so they can’t really be sued for copyright infringement.
I’m not a lawyer but that’s my layperson’s understanding.