Go to that app in the Mac App Store.
On the right you will see: Requirements v10.6.6 or later.
That doesn't necessarily mean the app is compatible with v10.7 Lion.
Contact the app developer. http://support.rockstargames.com/home
im waiting for a response from Rock Star, i sent them a qondery before i submitted one here.
However in my eyes, when i see that the requirments state that its compatible with 10.6.6 or LATER, that definitely implies 10.7....
Not too mention if you were to release a brand new application in your market, i feel like you would make sure with the developer that its compatible with your latest software. They released that game yesterday for goodness sakes..