This is going to come off as arrogant but so be it
If you like Shenmue, there is a very high chance you like deep meaningful experiences, with thought-provoking stories, characters, and philosophies. You question things around you in the real world, along with everything that makes up the human experience. You take pleasure in simple things such as learning about people, developing relationships, or experiencing new environments and cultures.
If you prefer Yakuza, you like and crave instant gratification, along with cheap dopamine hits every 5 minutes. You're more concerned about playing a fantasy role as a gangster and fulfilling that dopamine reward system by engaging in random battles, superficial explicit content, and arcade experiences at every corner. You have a desire to play around in a semi open world arcade playground, where you can do what you want and be stimulated on a regular basis. Some of the stories and characters are really good and the sub missions are brilliant, however, you only put up with this because of the extreme, over the top explosive nature of these events.
Shenmue is a much deeper game that requires a specific kind of person. I'd even say a deeper kind of person.
Yakuza is more mainstream and will always do better, because in 2021, the vast majority of people need to be stimulated every 5 seconds, be it on their smart phones, social media or a video game. If you're not giving it to them or you delay that gratification, they will freak out, throw a temper tantrum and look else where.
Shenmue is about friendship, love, self-discovery, and overcoming internal struggles that all of us will have to go through at some point in life. It may not be revenge like Ryo, but it certainly will be some form of inner demon that we must work hard to overcome.
Yakuza is a Hollywood blockbuster crime flick. which has some sprinkles of those shenmue themes, but is mainly focused on gangs, drugs, drama, violence etc.
I love Yakuza, but it is no Shenmue and it never will be.