I really hate this analogy. Yes it's also published by Sega but the director, development team, and gameplay elements are quite different. Shenmue to me was mainly about NPC interaction and open-world exploration whereas Yakuza is just a straight brawler re-intepreting classic Yakuza tropes.

The move from Shenmue I to Shenmue II almost makes me think that was the direction Yu Suzuki was heading but never really ended up there. Have not played Shenmue III yet so I could be wrong.