With Half-Life and Dishonored, the bleakness always felt somewhat self-contained. Which those games can't really do anything about because they have levels and they're linear. Metro gets to escape that because the entire game is bleak.
I don't think any game has made me feel more like "this really is a forsaken desolate place" like Velen in The Witcher 3.
I've done SL1 runs in all three, but yes those are also great examples! They very aptly pull of that whole "lost in the seas of time" vibe, with hollowification and all the bits of lore attached to random NPCs, items and locations, plus the subsurface cross-game references.
Sometimes I'd just hang out in either Firelink Shrine or Majula just for the music. And Majula's daily twilight moments are beautiful.
You'll really resonate with Remedy's Control and the Metro series if you haven't already played them.