“The Social Club failed to load due to an incomplete installation (code 9).”
So there is a support article with some ideas. They didn’t work for me. But note the Social Club install file linked there.
For me I had a bad “Rockstar Games” folder/link in My Documents. So the fix is:
Uninstall Rockstar Social Club from Windows Add/Remove Programs.
Delete the bad “Rockstar Games” folder in My Documents.
Install Rockstar Social Club manually using the link above.
Launch from Steam successfully.