They probably shouldn’t have named it London in hindsight. But back then of course they probably didn’t know they were going to revisit Liberty City/Vice City/San Andreas a couple of times.
There are plenty of over-the-top British stereotypes they could do that the rest of the world would also appreciate. Royalty, Jacob Rees-Mogg/Boris Johnson style politicians, Brexit craziness, chavs, Geordie Shore, empire nostalgia.
GTA is satire about American society. Because of Hollywood, TV, and English being the lingua franca of the world, this way they can reach a far bigger audience. You couldn’t do exactly the same game set in Helsinki because the world knows far less about Finnish stereotypes. Ninja Edit: Random thought about satirical games set in Finland: My Summer Car is kind of that game.
But they have explored London before. I think the UK would probably the best setting if you would.
In my country torrent sites are blocked, so I use a search plugin for qBittorrent to find Linux ISOs. I don’t quite remember which one I use or how I installed, but it was quite simple. Google is your friend.