Honestly, I thought that the story was the weaker part of Lost Judgment, and I started identify less with Yagami as the game went on. Everything else was fantastic though. Great combat, a lot to do, a lot of side stories and mini games, looks great...
The last Yakuza game to not be turn based is Man Who Erased His Name. It's also very good but a lot smaller in scale, and I'd argue that you should play the previous Yakuza titles to get a good grasp of Kiryus history. It's on Game Pass.
I'd like there to be another Judgment, but apparently there are issues with Yagamis actor and his talent agency. It's a real shame.