Old-ass example: Zelda: Majora's Mask. Waiting for the mooncrash with Anju, Kafei showing up at the last minute, and them telling Link to save himself and leave them to die together. It was the first time I saw tragic beauty in a medium I mostly knew for either childlike joy or gleeful violence (depending on if the game was E or M rated lmao)
Newish example: Towards the latter half of Supergiant Games' Pyre, as it becomes clear that the stars are going out, and only a few will get to leave the Downside, and the entire team is looking downcast and they turn to you, their reader, the crippled scholar who would never be able to ascend due to being unable to partake in the games of magic basketball, but who had guided them this far, for guidance. And the game just lets you -- Write the speech you'll give to your friends. I had never seen a game do anything of the sort. My jaw was on the floor.