Check out Manlybadasshero's channel, he plays a lot of games like that. CJU does as well. A lot of them are very narrative-based, which might not be what you're looking for. The Coffin of Andy and Leyley for example, freaking fantastic game but it's a slow creepy burn rather than action-oriented. Little Misfortune is another personal favorite, and the Tartarus Key. They also play some random ass games like this https://www.youtube.com/watch?v=2VWL4vKRp8U where it's a dystopian world and you never really find out what's going on, which sounds similar to what you're into.