There's this game that's actually really short, around two hours gameplay, but in that time they manage to absorve you into a world that after a few years I still remember fondly. The experience is really unique, just like the gameplay.
I am actually surprised it is not already mentioned.
The price is well worth it. And in general, games by that company, annapurna are great examples of atmospheric games.
Stray for instance, it is more classical in the approach to the game style but it is amazing ( you play as a cat in a postapocaliptic world).
And talking of those games another that comes to mind as really absorving is Firewatch. Less action, more adventure style but so pretty.