On the contrary, I liked MGR's story probably the least out of all Platinum titles I played. I agree with what Weltall Zero said that MGR has cool characters that you actually care about, much more so than Bayonetta for instance, but at the same time, the story itself just feels disjointed and random. It's like they had three scripts lying around ("These guys killed the Prime Minister and beat me up! I'm so going after them, revenge!", "Look at me be all psycho and fight my inner demons! I don't know what's right! Tool of justice!", "It's super evil to harvest child brains and start wars! I'm super stopping you, Armstrong!") and instead of merging them together into a coherent narrative, they just took random parts out of each and slapped them together. The whole Jack the Ripper part, for instance, had no closure at all and seemingly just served to introduce the Ripper Mode mechanic.
And the DLCs only made things worse and introduced bonus plotholes.
There's also one thing that really bothers me about MGR's story, and it's the fact that I honestly can't tell whether Raiden was supposed to be morally questionable at the end of the game or not. He basically does what Armstrong wanted to base his social order on (fights a private war because he's strong enough to) even though he hated Armstrong for it and called him insane. He said "I used to say my sword is a tool of justice, but this isn't my sword" before fighting Armstrong with the Muramasa, which makes a badass one-liner, but in that case, what did he kill Armstrong for if not because he considered that justice? Did the senator have bad breath or something?
Not to mention the whole Jack the Ripper thing makes me see the ending as a bit of a "psychopath on the loose" moment, and I have no idea whether this was intended or not - which I honestly blame on the messy storytelling.
Maybe I'm overthinking this or missed something really important, though.
EDIT @post above: apparently not