I agree. GT4 seems to have improved on it's predecesors in just about every aspect. Sonically speaking however, they do tend to sound just a tad bit too "synthesized" (IE: Record the engine at one pitch, then simply bend it electronically.) As a filmmaker and sound designer, I will agree that the sounds of NFSU2 do simulate the engine mechanics more authentically than in GT4. Hopefully PD will have studied EA's NFSU2 sound design techniques and utilize them in future sequels. While NFSU2 sounds great and is fun to play, it's still in a completely different league from GT4. Below I have provided a few links from NFSU2's engine sounds for those of you that wish to compare and contrast.
Pontiac GTO
Lancer EVO VIII
Nissan 350Z