Blazing Lazers wasn't Kaneko/Hudson like the Soldier series. It still has some of the caravan mode fun, but it does play a bit differently.
Well, only kinda sorta. The normal release of Gunhed/Blazing Lazers doesn't include the 2/5-minute caravan modes, they're only available on the special cartridge used in the game tournaments in Japan back in the day. As such, the cartridges are a bit rare and expensive. There's actually two on eBay at the moment, both going at ~$260. Seach for "Gunhed Special".
Soldier Blade and Final Soldier have such special versions as well, but since the normal releases have the caravan modes included, there's no reason to pick those up unless you just want them just for the sake of collecting.
For some Star Soldier love, check out the movie Game King
with some epic original Star Soldier action, featuring Takahashi Meijin himself.