To me, any major complaints about the game, cutscenes isn't one of them. :/
There is ONE place I agree with that though, there's a point in the story when the game cuts to a cutscene when Max jumps off a Balcony onto a Window Cleaners cart and then takes that to the roof. There's a similar "puzzle" like that in Max Payne 2 where you have to do it yourself. That's the only area I really thought "Well, I could have done that".
After playing through the game and going over certain chapters again, my favorite part of this game has to be the Panama event, that's like the crossing point, Max is still like his New York self but by the end of that chapter is when he realises things are a lot worse than New York/New Jersey, plus gameplay wise it's awesome during that whole chapter, even including a little Easter Egg if you decide to shoot something outside the ordinary.