The first game, Returns, was one cohesive story. Dragonfall was disjointed, individual stories that are separate from the main plot. The problem was, there was so much interjection in these side stories that the main plot was completely forgettable. It is all character backstory, which is about the most boring thing it could have been. I strongly prefer the world of Shadowrun over the character's back stories.
The combat felt roughly the same in the 2 games. If I remember correctly, you can easily blast your way through the game with the shotgun. I had a tougher time with Returns at first, but that makes sense since it was the first update to the series in a long time. Dragonfall, I pretty much picked up all the lessons I learned from returns and steamrolled my way through the entirety of Dragonfall, making it much less engaging.
I should go back and replay Returns to see if it holds up as well as I remember.