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?

Three games came to mind just now, for slightly different reasons.

Similarly to others, just for feeling good: Earth Defense Force (whichever release, really). While it’s great to have a challenge in the missions, getting through the game, finding a good mission to farm weapons on, then using those fun weapons to destroy horses of insects and aliens is just so fun. And some missions can feel a bit BS with the weapons you might have available normally.

I would also actually say Baldur’s Gate 3. I know a lot of people enjoy the tactical side of things, but my opinion is that the DnD 5e ruleset kinda just sucks for a video game. I play it as a TTRPG, it’s fine. But I found rolling badly in something my character’s meant to be good at just so frustrating. This let me actually explore the story and world my own way, which was way more fun to me than restarting combat because I got unlucky.

That one might be controversial, but I was also speed running completion because I wanted to know conclude the story and see the world, but something about the game just didn’t click for me.

And finally, because I think it’s a fantastic game that deserves attention (with the best soundtrack I’ve heard in a while): Rabbit and Steel. It’s a brutally hard roguelike bullet hell that’s based on dungeon raid boss mechanics from FFXIV (which I haven’t played, but that’s what everyone says). The difficulty will make you want to not play it, and for me stuff only really clicked once I unlocked my penultimate class. I can now heat Hard fairly consistently, but it has taken a lot of runs to get there. No shame in admitting that those started from Cute and Normal and involved me grinding out all the unlocks by charging through Cute difficulty.

So really, the summary of this far too long reply is: just lower the difficulty when it’s frustrating or keeping you too much from getting to the fun stuff. You can always try again on a higher difficulty later.

Just to add some even longer time goals to the other replies: you could get all achievements for games that have them. Though some of those, like the ones for Civ 6, are excessive. It could give you ideas or shorter term goals to work towards, then you can decide if you’ve had enough at any point before 100% if things get too BS.

A survival horror about dinosaurs can’t exist because an action game that includes fantasy dinosaur-like creatures does?

That sounds like saying you wouldn’t have space for Resident Evil because of Fallout, and those arguably have more overlap than Dino Crisis and Monster Hunter in their settings.

I mean I could be wrong, I haven’t played Dino Crisis (though I intend to at some point), but from what I know and have heard it’s not that close to Monster Hunter. People have been looking for AAA Dino horror-type stuff for ages. They wouldn’t bring up Dino Crisis instead of Monster Hunter in those discussions if they filled the same niche.