3 by a mile!! It was an unfamiliar game and you kind of got comfortable inside the cozy vault. When you escaped that vault, there was almost a sense that you were feeling what the player was. A new world, already devastated.
F4 would have been fine if you could have explored the landscape around sanctuary hills. The premise is that you're the lone survivor. Other than your spouse and kid, there was no one else in the world that you talked to besides the Vault-Tec guy.
Think of this alternate intro: You're at the grocery store getting food and baby supplies. You run into your neighbor, who is very nice, and you make plans for dinner downtown. Your neighbor says that they have other errands to do downtown and will meet you there. You could even get a quest on your map. You then drive home, but stop at the gas station down the road from your house. It's a full service station, and the attendant was a nice old man and had his grandchildren help wash your windows as you were waiting. You tip the kids and head home.
When you arrive, you have a few conversations with the others around your neighborhood. You talk to your neighbor across the street and he tells you that he lost his job and had to give up certain luxuries and sold some of his stuff(like a vault tec membership). You promise him that you will always have his back if he ever needs anything. Soon, you go back to your own house to put away the groceries. Then the news report happens. As you're running for your life to the vault, you remember your friend, that already left for downtown. You remember the nice gas attendant and his grandkids. Your neighbor, with the money problems, is at the vault gate already in a panic because he no longer could afford the membership. He pleas to you to fulfill your promise earlier. Obviously, there's nothing you can do at that point so that will stay with you. Once you get inside the vault, the regular story continues.
F4 definitely needed a more fleshed out into. Other than appealing to your parental instinct, there is nothing there that holds you to anything prewar. They might as well have started in the wasteland to begin with