I second Six Ages : Ride Like The Wind. Fairly unique blend of bronze age/early iron age stuff mixed with mongol/hun lore and style. It goes well beyond the “mongols but in fantasy land” aspect it might have at first glance and I am always amazed at how it seems to be getting lots of historical concepts from this era and place right, especially in the way you consider the gods and interact with them.
Homeworld has some fairly deep and interesting lore that is almost entirely contained in the manual for the first game, and of course Deserts of Kharak ; nevertheless, I think it deserves a mention for its incredible sense of place, and I would love to see DoK expanded upon by an RPG, for instance.
Elite Dangerous is a bog-standard scifi fare, to the point it’s not even trying to hide most of its more than blatant influences. Nevertheless, it deserves a mention for being, I think, one of the rare space games that get the monstruous scale of space fundamentally right.