I've finished Sift Renegade! So both the games have connections!
Story : In Sift Renegade the Yakuza Leader ordered Vinnie(Pic 1) to assasinate Kiro's brother because his brother was going to start a rebellion. In Sift Heads 5, Kiro(Pic 2) appears to take revenge on Vinnie for killing his brother. Picture 3 shows us how Kiro found out who killed his brother - VINNIE!!