Patient Gamers

Little Nightmares comes to mind.

Doki doki literature club.

I couldn't see it recommended anywhere which surprises me considering the hype around it when it first came out. This is the only game I have ever played that gave me a genuine feeling of unease throughout. Pretty sure it is free on steam too.

America McGees Alice and Alice Madness Returns are both great game, the first one is very very dated, but the second game plays quite well with some manual patching. I strongly recommend Madness Returns and it has a creepy atmosphere like you'd want

The world of Scorn felt pretty alien and unnerving.

SOMA with the safe mode that makes the monsters not attack you is still really creepy and an extremely atmospheric game, but without the amnesia type hide and run horror elements.

it's a step more horror-y, but little nightmares always felt to me like the third playdead game. i solidly recommend playing the first one first too

there's also far: lone sails (and its sequel, but I haven't played that); and it's a bit more low-budget i also really liked darq

salt & sanctuary had this atmosphere; but i've never finished it so i can't comment on its quality. and some other souls likes as well - thymesia and helloint come to mind

also portal (1) kind of fits this if you haven't played it

Take a look at Vomitoreum. It's heavily inspired by the paintings of Zdzisław Beksiński, the atmosphere is simply amazing.

This might not hit the right genre for you based on the games you mentioned, but I feel like a lot of visual novels have that setting without horror. For example: 999, the Zero Escape games, Danganronpa, maybe AI Somnium Files as well can be creepy at times, CORPSE FACTORY

I know this is gonna sound kinda goofy but luigis mansion has some of that unneasynes going for. While it is horror themed, of course its not going to be a horror game outright, you are luigi in a haunted mantion catching ghosts and trying to save mario. Its been a while since i last played it but its a very short and simple game, you catch ghost with a vacum cleaner and its a collectaton. It feels uneasy in a spooky halloween kinda way bit has an uneasyness on with the ghosts and stuff, maybe a even a little mysterius with the ghost not having clear backgroumds. Very recomended, if its not what you are lookinh for then atleast you will have a fun time with it. Im talking abouth the first one, dont really know about the 2 sequels since i havent played them. Also any of the n64 Zelda games, particulary Majoras masks. That one is kinda like being in a nightmare while not straight up turning into one, more like being a little disturbing with its art direction and themes, kinda like the movie nightmare before christmas feel going for it. I recomend it 100% even though i havent really finished it at the moment. Oh and also metroid prime.Really captures the feel of being in a hostile planet, very mysterious and atmospheric. I played the original one on gamecube but they just remastered it on nintendo switch so thats nice. A really good aspect of this one is the scanner visor with lets you scan everything from the scenario to enemies and powerups and gives you a little lore on them. Also really nice otherwordly soundtrac and being a metroidvania (obviusly) you are absolutely gonna love this one.

oxenfree. And a sequel has just been released too!

Voices of the Void. It's a free "job simulator" game from itch.io with a creepy atmosphere that is pretty unsettling.

Cultist simulator! It's a single player (card/board?) game inspired by gothic horror