Since Telltale Games has ceased existing as a company, its games have been delisted from GOG and Steam. However, the delisting of Minecraft: Story Mode is going even further in that even if you own the game, you won't be able to download it after 25th June 2019.
According to Minecraft.net:
“On behalf of the publisher, Minecraft: Story Mode - A Telltale Games Series, Season 1 and 2 will no longer be supported on June 25th, 2019. If you have purchased these seasons, please download all remaining episodes prior to the service being discontinued in June."
In other words, no matter which platform the episodic adventure game series was purchased from -- Microsoft Windows, macOS, PlayStation 3, PlayStation 4, PlayStation Vita, Wii U, Nintendo Switch, Xbox 360, Xbox One, Android, or iOS -- you will not be able to download it after that date, even if you paid for it. It's fairly disturbing that consumers have no agency at all in this debacle, since the EULA firmly states the user is only "renting" a digital game, and there are no real protections against this sort of action, which raises the question of what rights a consumer really has when it comes to digital purchases.
The first episode of Minecraft: Story Mode - A Telltale Series was released back in October 2015, and the series earned an 8.0 out of 10 store in GameWatcher's review. The first season proved so popular, extra episodes were tacked on after the initial five.