Bioshock Infinite lynching scene?

So I just finished Bioshock Infinite last night.

Opinion: Didn't like it as much as Bioshock. Non-coherent ending. Crappy plot mechanic of dimension jumping. Too many weapons that do the same crap. Lack of difficulty necessary to even have Plasmi... "Vigors" in the game. No sense to dread by possibly ever running out of ammo. Elizabeth miraculously going from tormented ignorance of what is going on to leading Booker through the final moments after only playing a song (I mean that isn't an M Night Shyamalan level a shitty plot twist that a 2 year old could figure out or anything). De gustibus non est disputandum; not here to argue any of that and telling me I'm wrong just because you like it doesn't really mater to me. Only played it once maybe the next play through will make sense (I doubt it).

What I am here about is: Did I miss something big? I am someone who is looking for every little secret and cubby hole to find every candy bar you can possibly find. I ended the game with a little over half of the audio recordings and almost 30 lock picks. To put it in perceptive in Bioshock I missed 2 audio files on my original play through. Trust me when I say I don't think I missed any content Yet the game in general seems really short and kind of abruptly ended, the ending as i said felt non-coherent, I'm missing half the audio files, and I never saw anything like the lynching scene in game.

I know it was a prerendered scene in an advertisement, but I didn't see anything like it in the game. In the video Elizabeth is standing on a horse (come to think of it, it was a living horse and not the mechanical ones around the world) with a noose around her neck while the mob was looking on only to have Booker rush in to save the day. I never say any scene even remotely close to that. In fact Elizabeth never really seems to be in danger of anything but a stray bullet fired at Booker. Did I miss a whole section where people take her hostage and threaten to kill her? I know she is taken from you right towards the end, but any other time or anything like that because something just seems missing from all of this.