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On October 12, Warhammer 40,000: Space Wolf and all of its DLC will be removed from the Steam store.
(store.steampowered.com)
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I don't know for sure in this case, but it's often that some license was time-limited. You might license the music for x-years, or get a license to distribute some third-party software library with your game. With the license time-period runs out the publisher either has to pay to renew the license or stop selling the game. In either case, people who bought get to keep what they have.
Very likely a license problem, with the Games Workshop not renewing the W40K license for HeroCraft (the game developers). I hope not too many recent games actually get unlisted from Steam because of music licensing issues, when a simple solution would be to remove said music in a patch.