The gonzo sensibility of the original game is largely absent. I can believe in zombies and aliens but thinking Max Payne would ever be a cop again took some work. This took a lot of suspension of disbelief on my part. He still kills a bunch of people but always within the bounds of the law, sort of like Dirty Harry. He's not an insane killing machine bent on slaying every mobster in New York but a police officer once more.
Max Payne 2 resolves this issue by dialing it back, a lot. Max Payne was about a cop going on a last dance of murder and revenge, fully aware he was going to end up either dead or in jail. It was above Frank Miller's Sin City in its strangeness but not by much. The original Max Payne was a bizarre hybrid of Matrix-like gun porn and insane humor. The fact is Max Payne 2 is a substantially different title from its predecessor. Unfortunately, I can't just blame it all on adolescents unwilling to admit girls aren't icky. This is probably unfair but I think the video game market still has a long way to go before its primary audience is capable of appreciating deep emotion. Maybe I don't have a very high opinion of the average fourteen-year-old gamer, mostly because I was one, but I suspect plenty of people instinctively shied away from the title because of the presence of romance in their shooters. I believe this directly lead to its commercial failure. Max Payne 2: The Fall of Max Payne prominently displays the subtitle, "A Film Noir Love Story" on its cover.