User blog comment:Winter Moon/Deal or Revenge? Roman or Kate?/@comment-4682118-20111224004338/@comment-26211683-20151219041346

I personally think that Rockstar intended that. I mean, Niko did love Kate. That's why, after he wakes up hours after Roman's wedding (and the chaos that happens there), he blames himself and says "Damn, I was meant to protect her!"

This indicates that he did enter a lot of guilt and pain. Although he goes on to kill Pegorino after that, all he managed to do was to eliminate threats to his and his family's life. He still remained sad.

His pain led to excessive drinking, and he was in denial. He started hallucinating things after that. One of the hallucinations was a call from Kate, and if he chooses the hang out with her, the date becomes a part of the hallucination as well.

Maybe all his heart wanted was one last date with Kate before he could move on from that dark chapter of his life and step out of denial, and accept that Kate is gone forever. So, the entire thing was a hallucination.

That's just my theory though. It also supports Lester Crest's statement from GTA V, "there's this Eastern European guy in Liberty City....nah, but he went quiet." Maybe all that drinking caused him to quit. He quit either because he was done with that lifestyle, or because drinking made him physically incapable of doing it, or because all of that drinking literally killed him.

It also supports Patrick McReary's statement from GTA V, "...and then there was Niko, who is probably dead too..."

Maybe all of that drinking did kill him in the end, or he committed suicide.

This is all my theory, and I do believe that most of it happened, if not all of it.