that's fair, Mad World is a sweet commercial but it doesn't really show what Gears 2 is about. and the real emotional gutpunch in the game has nothing to do with the sentiments of the song.
Fenix is probably the last guy to have those emotions tossed on him... in a world of ruin and combat, he's the most grizzled of space marines, he is perhaps the only guy who could probably consider this new reality a 'normal' life where he feels at home. interesting bit but there's 0 focus on it.
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Donny: Are they gonna hurt us, Walter?
Walter: No, Donny. These men are cowards.