I played Prey
This is from Arkane Studios.
It's a mix between Deus Ex and Dishonored (same devs) where there's no right or wrong way to achieve your objective—though it helps being stealthy. You can be super creative with the powers and tools at your disposal. There's an awesome glue cannon, a toy crossbow, etc. It tests your wits on more than one occasion.
The environmental storytelling is great too, certainly because the map is great. It's a giant, deserted space station orbiting the Moon that genuinely looks like it has been alive and working during its better days. Everything in there fits right. The general progression is linear with a strong emphasis on story but this is an open world that you will eventually be able to explore or revisit every inch of.
The game can be eerie. One of the common enemies is a big spider-looking mimic that can take the shape of regular objects: a coffee mug, a chair, a garbage can or anything around that size. Imagine entering a cafeteria and hearing utensils drop from the kitchen, or seeing an ominous ball roll on the floor in the distance. You're often low on ammo so you can't really shoot at anything unless you know it's a threat.
Other monsters are gameplay-scary simply because they're bigger and more resistant than you. You have to outplay them.
From start to finish it was one of the most entertaining immersive sims I ever played.