Max is in a lot of pain right now, so he has to travel 5,000 miles from home, get armed, and continue drinking. Sounds like the kind of guy you don't want to get advice from.
Max Payne had to get away from his job for a temporary moment. A drink would do more than suffice. He needed to get away from the electronic music and the robotic people.
Max Payne 3's multiplayer is criminally underrated. I need to play little more of it so I can get rank 50 and Perfect all the game's achievements on Steam