Well, the problem here is that you're comparing a shooter to an RPG. Although they appear similar, they're both coming at it from opposite directions.
Gears of War is a skill based shooter, in that the game play of shooting is the main event. It's coming to third person combat from the FPS genre. It emphasises player skill over story telling. That's not to say GoW wasn't good at telling the story, I'm just saying the combat mechanic isn't meant to support it. Rather in that game, the story is there to support the combat.
Mass Effect 2 is a role playing game. It's designed to tell the story first, with combat supporting the story, with it's roots in the old top down, random chance via D20 games. To that end, it's not trying to challenge you in the same way as GoW is doing, it's trying to trick you into believing you are Commander Shepard, space captain hero.
Since your experience of the game was similar to GoW, I'm willing to bet you played as a soldier. This class is very much the spray and pray Rambo style hero. If you want a more tactically inclined play experience, try either the adept or the infiltrator.
But, the real test of Mass Effect 2 should lie in how it made you feel. Did you feel like Rambo stomping down the corridors of an alien ship? But then again, it might just be that you prefer challenging yourself in a shooter, rather than indulging in a bit of role play fantasy.
So there you go. Different design philosophies, and pick the one you like best.