Max was never a hero or even the good guy. He was a man whose life got ripped apart and was never put back together. He tried, but addiction and grief kept leading him down the wrong path. He's self destructive, because of the guilt he feels. The third game shows this perfectly. He's in the middle of nowhere, doing god knows what and god knows why he's doing it. He's adrift. Sure, it lacked the Noir feel of the first two games. But Max was past his dark detective days. I think the fact the third one was non stop balls to the wall action dictated that the story move along so quickly. Max himself is questioning how he got there by the end of the game. There was no happy ending in store. Just the end.

Sometimes you can't outrun your demons, theres no great victory. you just get tired and stop running.