OP I guess you've been pounded enough, but trust me, not everything should be the same. It's just gets too boring and too "lowest common denominator".
U3, true to its roots, simply starts with a different, fresh set of staples from the pulp adventure genre, so we get a rough and tumble fight, back story on relatively - by this point - well known characters to further round them out, and a slow, mystery led start to the adventure.
Sure, they could have got shooting in earlier - but then it would just be a re-play of narrative they've already covered before. U3 is fresh in how it starts next to 1 and 2 and I personally found it more than engaging enough.
Of course, if you're just wondering "who's he following" vs wondering just how the narrative is going to bring Sully and Nate together then I'd suggest you're really looking for Uncharted the shooter vs Uncharted the adventure.
Not saying there's anything wrong with preferring shooters, but Uncharted as a series has been steadily moving from tons of shooting (the first game) to more and more spread of game-play types and less reliance on constant shooting. Maybe the franchise is just going in a different direction from your tastes.
Try to be reasonable... its easier than you think...
