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?

As others said, it’s not for everyone. The gameplay loop is and will remain repetitive.

For what it’s worth, I hate horror but I generally just get surprised, not scared in this game. To me it’s a game where you go in with the mindset that you’ll likely die in some horrible way, but it’ll make for a funny scene or story afterwards.

I’d actually recommend watching clips of people. Not big name YouTubers, just the random 5-60s clips people upload and figuring out if those sort of events would be things you’d laugh at or enjoy being part of yourself.