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Game changes hands between devs or publishers, publishers lose the rights to a game, copyright infringement, discontinued funding, Digital Homicide (yes, that's a reason) ... there are all kinds of reasons games get removed.

I think it's all down to greed. Publishers change mentality and think they can make more money on their own platform or website so they stop supplying Steam with keys.

hmm normaly removed games stay in the library, didn't know that they vanish. but i don't like that they remove Games like Mafia for example

Even if games are put out from the store they should remain in your library, except free2play games (which usually do not add +1 in your game count anyway).

normally has to do with rights of distribution switching hands.. or could be licensed content,, or the game is a total scam, or online games lost their servers..

outside of those issues, games aren't going to get removed unless the publisher/developer just doesn't want it on steam anymore

Getting removed from the store and getting removed from the library are two completely different things afaik. At least in most cases where games are removed from the store they remain intact in your library/inventory and they remain fully functional. Take GRID for example, it was removed from the store a few days ago but it's still in people's libraries and it downloads just fine

Licences; music, cars, even celebrity names etc.

Offensive content; some feminazis actually sue gaming companies, achieving nothing but generating hate etc.

Company shutting down for good; especially indie companies opening up and shutting down everyday like rabbits mating

In case of online games; server upkeep costs exceed the revenues (yes, not profits THE REVENUES) so they shut it down and remove it

I think people already explained some of the possible reasons to you, so I won't write them all out. (9 out of 10 times: licensing-issues or closing down or legal issues)

What I'm curious about is when you say: "At this point, for some of them it would be better to download a torrent and play illegally."
Why would you figure that? That's a logic I don't follow. Since generally when torrenting you'd run into some of the 'problems' you mentioned such as "lose all the interactions, sometimes even the activation of achivements and the possibility to sell items."
Want to explain?

• Licensing deals gone bad most of the time. That's why Deadpool went poof, until Activision renewed the license to cash in on the movie, and this is where most victims other lie.

• Publisher disappearing without anyone else picking up the rights can be a cause too.

• Pissing off the powers that be works too (happened with Paranautical Activity, which came back later by different publisher, and with everything Digital Homicide, here's hoping those don't come back)

• Game being a proven case of false advertisement and/or too broken can make it happen too (Journey of the Light)

I still regret not getting Blur while it was on Steam.Now that its gone i just sit and weep.

Mostly license expiring

they are shamed of their games and don't want customers to pay for them

they just want to take care of us! <3

If licenses are involed too, specially whit things you cant remove from a game like music, GTA San andreas was removed from the store but came back with some less songs, but when the license is to vehicles and these are important to the game then you can only removie it like Dirt 3.

Some of them have very bad overwhelming negative review

I had one I played alot (FUEL) that is no longer on the store. My guess is it has something to do w/ Games for Windows Live. I can still play it on my old GFWL account, but I'm unsure if new users would have issues? Anyhow, it's gone from store even though it runs in win10 as long as GFWL is downloaded.

I once spoke to the creator of a game called Chaos Ride. I was interested in possibly buying the rights to the game to expand on it and reup it to Steam.
If you check the Steam forum for that and his puzzle game (who's name I forget) he states he personally pulled it because he was disappointed in himself. The games were received horribly and, though they had potential, were not all that well built. He just got discouraged by critics, even after running a full overhaul on Chaos Ride to fix a lot of the issues, his game company just wasn't as successful as he would have liked.
He said he didn't want to be one of those devs who leaves bad games in the stores just to make money off of them so he pulled them and got a different job.
I'd felt if he'd polished the level select screen, added a couple customization options to the bike, and added a regular race mode as opposed to his intended "Beat your Ghost" game it could have been successful, but I really think he just wanted the game to succeed in the form he intended it to be in.
Sad really.
(I did talk to him via email, but none of what I've said here is anything he hasn't said publicly in the forums as well)

On a related note, Judge Dredd: Countdown Sector 106 is being removed after the sale ends in a few hours, if you want to pick it up.

The Last Survivor
remember those fake reviews the dev created

Expiring licenses, projects getting cancelled, an online game closing down, etc.

Original GRID racing game is also removed from the Steam store (including GOG). That's why Humble gave us free keys.

The reason is stupid things like copyrights and other stupid rules, licences etc. Greedy companies invented this bs. At least games don't suffer much from this. But movies and tv shows are being pirated like crazy just because companies not allowing people to watch it legally.