I’d add the Zelda games too, especially TOTK. They’re not quite as immersive but TOTK has a great focus on fun and creativity, although the balancing drops off badly in the mid-late game as the late-game armour upgrades are really OP.

Then there’s System Shock, Prey, Bioshock, etc. even Alien: Isolation to some extent, but I don’t like those games that never give you time to rest and do some non-combat stuff.