Bro, Hotline Miami actually DOES have a crazy story, but like a Tarentino film it's out of order and needs the viewer / player to piece it together. I know the game is frustratingly tough, but it makes the win that much more rewarding. People like it for the entire experience. Music, Characters, Story, Art style. You have a genuine gem of a game. Don't give up just yet.

I've beat HM1 twice including the alternate ending and the second game once. It's one of my favorite game series tbh.