I remember that I bought 'Shadow Of Memories' for the XBox and read in the manual that there are several endings. After playing through it I went back and replayed it a bit different, but I couldn't really think of many things to do differently (except for choosing different dialog options). After some failed attempts I got to the same ending again. Reading that there are 6 endings plus 2 other ones that can be unlocked indeed leaves you with a bit of a 'strange' feeling.
I like it when a game lets you choose how 'deep' you can delve into the world by offering a lot of side quests and sub-plots, but not really if it forces you to play it over and over again changing maybe 5% of the content in each turn.
You're not totally alone Patarival