I found the first game to be excellent (it used to be my favorite), but looking at it several years later, it does feel incomplete. If the sequel had been made, I think the series would have been up there with TLJ/Dreamfall/Chapters and the Gabriel Knight series. There were so many fantastic ideas, and Phoenix's character had a lot of potential for growth. I do agree that the sequel looked as though it would have been even better, as the more interesting side story would have taken center stage, and exploring the Rogue States would have been fascinating.
Bluto, I second the Gabriel Knight recommendation. Also, perhaps The Lost Crown, as there is a small sequel already out, another small one planned for Christmas this year, and a big one, hopefully later this year or sometime next year. Also, the Black Mirror series is terrific, the original trilogy, at any rate. I've only played a little bit of the "reboot," and while I'm enjoying the content so far, the controls are really bad and hard to manage.
EDIT: I see Mad has also added Black Mirror to her list.