I disagree on your later points. Zero Time Dilemma ties all the loose ends as far as the trilogy is concerned, all the epilogues explain the events of individual games and everything made perfect sense to me when all was said and done. Leaving some mystery up to the imagination of the player doesn’t mean that the plot didn’t reach a natural conclusion. If anything, including this instalment (999 + VLR) is an incentive to buy the third game, which makes perfect sense from a marketing standpoint.
I think I haven't explained myself correctly.
Yes, the third game ties everything from the previous ones, but the ending is not 'some mystery' since it's literally ending where the plot
between the third and the second game should occur. It's literally telling the player that something will happen (as a player perspective, not story-wise) but the story ends there. I wouldn't tell that another game is 'some mystery', to be honest. It reached a natural conclusion? I don't really think so either because of what I said before.
Is your last point answering anything I said? If so, I don't understand what made you think that I wasn't agreeing with you, I am sorry, because I totally agree with you with that part.
The only thing that didn't made sense, at least as far as I remember, is the explanation of how things happened and happen in the first game, not the other two, since the other two follow that same premise from the beginning but weren't as confusing as the first one. I don't want to make spoilers so perhaps my point is kind of hard to understand, I am sorry.
And this is just my opinion, but if I like the thing that made all events to happen (as a general concept, not in this game), I find kind of lazy from the author to develop things that way, even though the games were great, specially the second one which is the one who really has that taste of expalining a lot of things of the story, and the first and third ones are just like some kind of bridge to the second.
Sorry if I didn't explain myself correctly! Explaining things without many spoilers is hard. :/