Pleasantly surprised to see you recognize this one - although I wonder if you did play this exact game [maybe from a burned disc, since at least the PS2 port didn't officially leave Japan] or if you're thinking about the much more modern-looking [yet far more forgotten nowadays] Virtual-On MARZ, which had a story mode to play through.

I happened to be playing that one specifically more recently, so maybe next week I could talk about my experience with that one specifically with how I didn't get to play it too much years ago unlike the first two games.

Thanks for reading and for your comment :]