You just perfectly described why I never got into, or even finished, GTA4.
I had played GTA3, VC and SA, all in the month leading up to GTA4, and they were all a lot more fun cause at pretty much any point I could choose to go nuts and blow up everything in sight, with satisfying, chaotic results.
When I tried to do the same in GTA4, it simply wasn't able to enjoy myself: yes, that's right, I felt like I was forcing myself to blow up everything in sight, and it just wasn't any fun, particularly since I didn't even die in the end, I just drove away from it all, which I had never been able to do in the previous games, since the tank always got me.