I know I'm a bit late to the game, but this one has really hooked me into the series and I'm not sure why.
For the first time the combat has clicked and experimenting with different heat finishes is really fun, traffic cone has been my favourite so far.
Side stories now are fun and not distracting (Bad Dads) and then way the main story twists and weaves keeps pulling me back.
And Majima is great. Usually getting interrupted as your navigating the map to your next destination annoys me in most games but even normal fights never outstay their welcome and when Majima turns up I just smile. It helps his difficulty is toned down from the first time you meet him. I also like the fact I've met him in other places.
Even though the map is much smaller than say GTA, it seems to be more alive and the main characters you meet have some much about them.
I got the steel book version, not because I'm a collector of steels books but it was a fiver cheaper on Amazon than the normal version and I'm glad I did as it has an awesome back cover