My top suggestion:

Halo 3: ODST

The entire game takes place in a single city in a single day during an invasion, with the player having flash-backs / flash-forwards as different characters so you can see what and how the city evolves over time.

There’s also a secret story (called Sadie’s story) hidden in the terminals found around the city that follows a civilian and a [REDACTED] during the moment of invasion. If you’re able to complete Sadie’s story, it tweaks the 3rd act of the game.

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My other suggestions:

You seemed fairly set on FPS games, but they’re not the only ones that have the same dark environmental story telling like Bioshock, SOMA, and Alien Isolation.

These are going to seem weird but stick with me here:

1. Metroid Fusion
2. Frostpunk

Metroid Fusion is a platformer. So what? How can a platformer have that same kind of feeling? Well let me tell you, Metroid Fusion is one of the rare games that was able to do horror and do it without relying the easy immersion that FPS games tend to lean on. I never knew that a platformer could be terrifying and it was a wake up call for me, because I had never even considered that a non-FPS game could elicit those feelings.

It’s a gameboy advance game so super easy to emulate on a computer, you’ll want to play on a keyboard or a gamepad, a touchscreen overlay can’t keep up with the controls you’ll need to pull off to survive. Go into it blind and despair enjoy.

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Frostpunk.

It’s basically a Victorian steampunk version of The Day After Tomorrow. The world is freezing. You’re the leader of a charge of a city fighting for the resources to survive. You are from the last group of survivors. If you make a bad choice, everyone dies. The story is told through random events that pop up during the game where you have to decide which choice you want to go with, while exploring the derelict ruins of the other failed survivors to try and gather more supplies.

Most environmental story games where you can see something has clearly gone wrong tend to be horror, where there is a threat that you can point to and say that is the bad thing that must be dealt with or escaped from. Frostpunk goes the other way. It is not horror, Frostpunk is terror. The climate is the threat. There is no escaping it, there is no way to shoot it with a gun, or a special weapon. It is ever-present, and it gets worse and worse each day that passes. It is a building tension that keeps twisting, getting tighter and tighter, where you will be forced to make hard decisions. The stress level only goes up. Whatever you lose you will not be getting back, and you’re only able to keep a few things. What will you sacrifice to make it to the next few days.

Frostpunk is the game equivalent of being a pilot in the cafeteria of an airport and seeing an emergency alert on every news station that a 1 mile high tidal wave is approaching and will hit in 30 minutes. And each minute that passes, the more desperate people will become, and the worse your situation will get.