It ought to be possible to delete your account, but last time we checked, the account removal link was unavailable.
From their FAQ:
To delete your Rockstar Games account, sign into your Social Club account, go to https://socialclub.rockstargames.com/profile/requestdeleteaccount.html, and follow the instructions on the page. If you are unable to log in to Social Club or you do not have access to your account, please email [email protected] from the same email account you used to join Social Club, include your Social Club nickname in the message and include “Delete Account” in the subject field.
Besides the -hopefully- temporal unavailable service, the link was hard to find. Greylisted for now.