These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
The third game allows you to do a lot more with the people and scenery, including incredibly elaborate changes to Shangri-la, which would seem to violate the rules of the last two games. Until, of course, you realize all three will be destroyed in 24hrs and have no effect on history... (See Fridge Horror).
The TSA put a lot of futuristic equipment in the prehistoric time zone in Pegasus Prime, but, as your AI Biochip explains, that too will be destroyed when the nearby volcano erupts, as the island everything is on is geologically unstable. This explanation also works for the Turbo version.
Fridge Horror: You meet a lot of nice, friendly, funny, and endearing characters while time-travelling in the third game. Every single one of them will be die horribly in twenty-four hours' time when the warring aliens destroy the three ancient civilisations. Yes, even that cute kid in El Dorado.
Fridge Logic: How did Michelle return to her own time after she abandons her suit in Atlantis?
Possibly through use of the suit's secondary features. In the 2nd game, in the intro, Future!Gage is found and apprehended by a fellow suited time travel agent. He at the time does not have one. The same beam he uses on Gage is equipped on the suit. She conceivable could have used this to boot herself to the time you find her in.
Or maybe kit bashed something to activate the recall function. Or maybe there was only enough power to return her or the suit.
There's also the very first words that Arthur says to you when you make it to the Amarax station for the first time. Even when he takes off the ghostly filter when admitting "That always seemed to work in Scooby-Doo," his agitated sentences after that still sound unsettling. The spacey music in the background does not help at all.
"GET! OFF! MY! STATION!"
Nightmare Fuel: Lots of it, particularly the underground section of Mars (scary ambient music, big scary robot that kills you in a scary way, the Shield Generator, with more scary background noise, that skeletonizes you if you take too long solving the puzzle, and the Maze with the music that slows down as your oxygen decreases, and finally fades to heavy breathing and heartbeats), and Sinclair's lab, where you get shot with a dart and are slowly dying, while creepy/sad music is playing.
Most Annoying Sound: The alert in NORAD VI of sleeping gas in the base's vents. This goes off for almost the ENTIRE TIME ZONE! At least Pegasus Prime tones it down a bit.
Squick: In Turbo, hidden in a corner next to Elliot Sinclair's video log in the World Science Center is a viewer that shows the first stages of Bio Tech devices, in an endoscopic view of a rat's brain being worked on WAY up close.