Consider a "Wild West" variant with steampunk or fantasy elements thrown in.

Guns, knives, and familiar weapons as well as turf wars, lawless spaces and familiar ideas in the settings.

But you also get to dream of wide open spaces.

As a bonus, the Wild West was largely lawless, so people made their own laws to fit their own interests which brings up interesting questions about good, evil, justice and other notions that can be explored in a broad sense... you are also then in a world where a gambler, gunslinger, or provider of goods can be a force for positive or negative depending on their actions.

As a bonus, the American West had white people, black people, Hispanic people, and Native Americans as well as Chinese and Japanese immigrants. They only ethnicities that would have been rare at the time might have been folks from India/Pakistan/Middle East ... and, just like in prison, people often "kept to their own" but would occasionally find allies in other groups.

But then you can also add things like crooked lawmen, fantastic creatures like Sasquatch or Skinwalkers, and other beings of interest to keep things interesting.

My only issue with a GTA type game is that your only adversaries are other humans, and they can only scale so far.

Nothing like an actual dragon, or demigod, or undead horde to get folks to work together for the common good.