If you don’t mind a somewhat old game, The Void by Icepick Lodge https://www.gog.com/en/game/void_the
Similarly, if you don’t mind an actually old game, Thief 1 + 2 have probably the best ambiance I’ve ever seen: https://www.gog.com/en/game/thief_2_the_metal_age
Darkwood. https://www.gog.com/en/game/darkwood