“May Payne... In daylight? ...in Brazil? Seems an odd setting for the character is all.” - Thomas Roth
One simple reason for daylight in Max Payne 3 is that the game takes place over the course of several weeks, rather than just one night like the original games, so a little daylight makes sense within the context of the dark story being told. And trust that the streets of São Paulo will be plenty dark and dangerous – we’re being very faithful to the heritage of Max Payne, who is still the same gritty hard-boiled NYC cop now off the force, at his lowest point and plunged into peril in a foreign land.
To us, and especially after such a long absence since Max Payne 2, to simply continue Max’s story in New York City would have been nowhere near as interesting as taking that same character and pushing him to his absolute breaking point in a very dangerous and exotic locale, many miles from home. There was simply nowhere for Max to go in New York after Max Payne 2.
Also keep in mind that from the start, the Max Payne series has always had many international points of inspiration – from the over-the-top style of Hong Kong action cinema, to Hollywood’s classic tradition of noir storytelling, to even Norse mythology as imparted by the first two games’ developers at Remedy in Finland (a tradition you might see continued with some fun bits of Brazilian folklore making an appearance in Max Payne 3).