The US will have no problem with it. Your concern should be with the Indian side. There are a couple of potential issues:
The possible appearance that your sister is importing the game to resell it. She can mitigate this by opening the package and bringing you only the important parts, without the outer box. A game disc with no box shouldn’t arouse suspicion of resale for profit, especially if it’s only one game she’s carrying (or two or three).
The indecency aspect. As I understand it, GTA prominently features murder, prostitution, and reckless driving. There’s some chance that a border agent may find this objectionable. I haven’t seen anything that makes me think this will be a big problem, but it’s something to consider, especially if your sister is travelling alone.