It's wrong that I feel this game is… incomplete ? Like if it was room for more stuff that had to be moved to X5 ?

It's wrong that I feel this game is… incomplete ? Like if it was room for more stuff that had to be moved to X5 ?
I still love the ever living shit out of X4, but between X3 and X5 there is a lack of shit to do after you complete both campaigns in X4

It was the transition period from 16-bit to 32-bit OP, they updated visuals, game design and shit like that, so people have wondered about lack of content/replayability, shit voice acting that made a serious story into a goddamn joke, other than those, and if you're thinking of incomplete stuff moved to the sequel, look at X6, they had a lot of leftovers that made for that sequel that didn't have much of the original team.

I think all three ps1 games are incomplete. Especially X5 and X6

The thing ya gotta keep in mind is that the game was mostly designed around the new full-on Zero gameplay. This is abundantly clear by the fact that he's the one that gets the plot stuff this time around. If ya play as Zero, this feeling likely won't be as felt while playing as X feels more arcade-y and without much plot going on. It could also be that the previous games had a feeling of you building up to something as a framing device while this game instead decides to further foreshadow what we knew what was to happen in X3 and doesn't happen till X5. The fight between X and Zero. While this is easily my favorite of the series, its undeniable that when it comes to plot, you're kinda not getting as much out of it as the other games. That might be why. At least that's what I think the reason is.

I don't know if incomplete is the right word for it. Mega Man X4 is a piece of shit full of bad level design, bad graphic design that gets in the way of platforming, and shitty synth jazz. Never really felt incomplete to me; it's just a mess of bad ideas by an egomaniac who wanted to make Mega Man more cinematic and ruined it in the process. They never should have lost the SNES team and they never should have given Inafune the reigns.

I'm still undecided if I like or dislike the new direction of having super tight corridors filled with enemies the ps1 games took. On one hand it makes for pretty challenging levels(assuming you don't have an armor and can tank hits like it's nothing) but on the other it's greatly limiting for speed and creativity in tackling levels.
It also makes for stupidly short and small feeling levels.

I have as much disdain for conman as the next user, but boy are you wrong about the game.

I hated X4 over a decade before his kickstarter scam, and I hated Inafune when I finally learned more about X4's production.

Got the time to elaborate? I never really looked behind the scenes on the games.

It's pretty simple: there is only one person involved (other than Inafune) in the SNES games who actually carried over to Playstation game development, and Inafune was given much more control than he used to have. Turns out he's a bad game designer/producer and should stick to drawing.