So I’m not sure what might make you not feel lonely or anxious. Things like how directly you control the characters with you could he factors I imagine, so I’m just going to list a bunch of things:
A shorter one, but Star Wars Republic Commando. You’re a commando unit and work as one.
Dragon’s Dogma, either Dark Arisen or the new sequel.
Mass Effect series.
I don’t know if Earth Defence Force would be like that or not, at the end of the day your NPC allies could be hit or miss (literally, depending on the weapons you use).
Not sure how you feel about party-based RPGs, but there are tons of them.
I’m wondering if RTS games with campaigns would feel right as well. StarCraft’s campaigns have a lot of people constantly talk to/around you.
The Lego games?
Stardew Valley?
Can’t really think of indie games at the moment.
Games I haven’t played so I don’t know if they apply: Persona? Space Marine games?
Half Life 2 base now includes the Episodes and they have been delisted. The only thing in The Orange Box now really is Portal, since Lost Coast is also delisted and TF2 is free. Still a great deal tbh for one game, but you don’t need it for basically any item in there.