For the person who said "if by 3rd person you mean RPG"... HUH??
3rd person shooters and RPGs are two completely different types of games. MGS4 is a 3rd person shooter (that can be played in 1st person) and is not even close to an RPG. Final Fantasy series are RPGs, and they are not even close to 3rd person shooters.
There are games that integrate the two, such as Fallout, but 3rd person doesn't mean RPG, and RPG doesn't mean 3rd person shooter.
As for your actual question, I hate FPS games. For some reason, I just can't play them. I do, however, love TPS games. As with you, I know it doesn't make any sense, but there is a difference in gameplay.
TPS games allow you to lock on and generally are easier to play. FPS games for the most part require you to manually aim and shoot, and for some reason, everyone and their dog are a lot faster at doing that then I am.
I have COD4, and I have played it a total of 10 minutes. I have tried to play FPS games, but I am just no good. I will admit, I played the Killzone 3D demo with the computer players, and that wasn't actually that bad. Put actual human people who will kill me as soon as I respawn, and then the game no longer becomes fun.
I love all games, except FPS games, so you are not alone preferring TPS games to FPS games.