Actually, it is an interesting way to keep the flow of the game going... Instead of loading a saved game from an earlier checkpoint, it keeps the game going.....
I just finished it over the weekend. I saved all the "Little Sisters" and was treated to a surprisingly touching ending that rewarded me for choosing the good guy path, although I only wish it were a minute or so longer..... After defeating a game I played for 18 hours, I prefer a long cutscene as a reward....
I went back to just before the battle with the Big Bad to keep looking for the extra stuff I missed...... Got the lucky winner achievement on the slots in Fort Frolic..... Up to 800 achievement points, trying to get the rest.....