I liked Banjo Kazooies way but I also liked Banjo Tooies way so I don't care.
I never understood why you get a game over cutscene for exiting the game. They can't expect you to finish it in one sitting. Game over cutscenes should be left for when you run out of lives. They should have like a "where do you think you're going" cutscene or a "Leaving already? Ha what a wuss" cutscene for exiting to menu.