For me, that game would definitely be Disco Elysium. I've never connected with a game as much as with that one. I'm actually reticent of playing it again for fear of it not living up to the first experience; I felt like my first playthrough was perfect, even if technically speaking it wasn't.
Other than that, I also still think about Mass Effect a fair bit.
On a side note: if you liked the investigating and "detective-ing" of Outer Wilds, then you will probably also enjoy Return of the Obra Dinn, The Forgotten City, and The Case of the Golden Idol. I'd also add Disco Elysium to that list, but be aware it's a lot more text heavy.
Subdue the regret. Dust yourself off, proceed. You'll get it in the next life, where you don't make mistakes. Do what you can with this one, while you're alive.
Great recommendations there, each got under my skin. I feel the same about David Lynch films, they connect with something inside me, and lodge permanently in my brain.
I'd put What Remains of Edith Finch, Dear Esther, Talos Principle, Stanley Parable, Metroid Prime and maybe Portal 1+2 in there too - they share an authentically mysterious vibe.
Obra Dinn and Outer Wilds hit me hard, they nailed the atmosphere perfectly. Haven't actually played DE, was a bit put off by the sheer amount of dialogue, but I need to try it.