The same issue with checkpoints and missions exists in the clone Saints Row as well. Maybe some missions had checkpoints, not sure but they're few. Doesn't really make sense since your health regenerates Halo-style so there's really not much need for an endurance fight since there's almost no attrition (sure, if you forgot to bring a gun...). One mission with a LOOOOONG travel path with zero threat made me stop playing that story branch for the time being. Then again SR is a different game, not GTA4 (though I didn't notice any real trouble with combat in SR, is GTA4 worse in that respect or do people just have higher standards? Plays like any other third person shooter). GTA4 is still at 70€ I think, I got SR for a tenner (using the gift card I got when I bought Zack & Wiki during a special sale last year) so I'm not really willing to get GTA4 to draw comparisons.
I think NMH's driving is more annoying than e.g. SR's, for one the map in NMH does not scroll fluidly so it can be hard to tell which road on the map is which because of the snap distance and NMH doesn't have a GPS nav-style guide, only the position of the goal.