NESpowerhouse
Perhaps he's wondering why someone would shoot a man before throwing him out of a plane.
Does the Japanese version have that Puddle of Mudd song?
I assume so. I've never seen this intro without it (I want to say I have watched it over 75 times).
Also in the way of intro cutscenes go, few will top the fantastic editing of Persona 3's:
https://www.youtube.com/watch?v=X8AHS5zytm4