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Am I missing something?

I just beat this game for the third time. I was under the impression the third playthrough would add something like how the second added Kaine's backstory and Shade dialogue, but I didn't notice any changes until the ending, maybe a couple of loading screens with different stuff. I ended up picking the one that didn't erase my save data because I was worried I'd done something wrong.

Do I do something wrong or is there nothing left to the game besides getting the other ending choice? I've found out that Shades are human remnants, that the people are clone bodies, and that emille survived his death in ending 2, and that the shadowlord is the human original of the protag, but the endings thus far haven't really resolved the Shade issue, why the protag and Yonah are special (I think one of those documents in the endgame said something about her but I don't understand it), why the human clone people have free will, or where the disease came from in the first place.

I just feel like I'm missing half the story because I got the impression there was more to the game than this from the way people talked about it. Don't get me wrong I still enjoyed it, but surely there's some secret dungeon or secret I've overlooked?