or, they could be doing what seems to be favoured these days, and putting a minimum of stuff on the disc, and just make you download the game.
Yeah, only that Canadian broadband doesn't really allow for any sort of downloading. At least if you're with the major 3 that is. 35GB would eat up half of the average bandwidth caps (60GB) for the month.
I believe they said though that Max Payne 3 is not a direct port, that it's actually designed for the PC.
My guess has to be it's probably a rather long campaign, with in-game cut-scenes and more then likely the multi-stage multiplayer game types they have that may use larger overall maps then most shooters use.