#TheBestLoreGame
The best lore game I played is Nier.
Drag-on Dragoon was release in 2003, later titled Drakengard, was created by Yoko Taro. Later it was followed by a sequel, then pre-sequel, and a lot of spin-offs.
And Nier started as a spin-off from this Drakengard series, later getting a series of it's own. From this small description itself we can say for sure that this one's a lore-rich game!
But don't worry you can enjoy Nier as it's own, but the world building is so rich that we need to have atleast the basic idea regarding it's history and lore to spot all the references and make all the connections.