Letho is too cool to be killed, such a great character in my opinion. Plus he took care of Yen, you know, and he had his reasons - even if he got a bit naively manipulated. Loved the conversation with him at the end, sharing a drink.
The unbroken continuity is cool, though I think very few things carry over all the way from 1 to 3? I know there is the tattoo, probably something else too.