Games

I would suggest cozy grove.

While it is an uplifting game that I highly recommend, probably don't play Spiritfarer if you have anxiety around death or dying...

Obviously, Chrono Trigger is an all-time classic with some good endings and character building. I'd recommend that too.

Perhaps RDR2 is a good idea also? You're a part of a gang, so you're always near or close to a camp where there are people to interact with.

Baldurs Gate 3, Mass effects

Have you played RDR2? It's open-world, the world is stunning (you can easily ignore the stories and just take in the nature), and the game revolves around your camp/gang, which you regularly return to and interact/check-in with, in addition to accompanying them on missions at times.

Divinity: Original Sin 1 / 2 Dragon Age (any) Baldur's Gate (any)

Excellent, LONG story if you want them to be. You have a group to adventure with.

The Book of Unwritten Tales comes to mind. It's nowhere near as grandiose as any of your described games, but I fondly remember it being a very charming and wholesome experience. If that's the feeling you seek, you might enjoy it.

• Space Marine (2)
• Gears of War

All party crpg like pillars of eternity, Baldur's Gate, and the like.

JRPG maybe...

Any of the Dragon Age games.

Dyson Sphere Project, even without the multiplayer mod you are "connected" to the rest of the player base with the Galaxy View.

Factorio, and Satisfactory scratch a similar itch, but on smaller scales. IIRC, both of those games have multiplayer built in.

Golden Sun.

The most memorable RPG I've ever played. The music and art style, beautiful. Especially considering it's a Gameboy Advance game.

Persona series, maybe. The entire franchise is all about making friends, deepening relationships, and working together to fight monsters.

I saw somebody here recommend Kenshi, so I'm going to recommend RimWorld as well. It's a colony building game, but it's kind of anxiety-inducing lol

I guess you're looking to spend time with interesting characters.

Endearing party of playable characters:

• Bug Fables — A big tiny adventure of three cute insects, with Paper Mario-inspired turn-based combat
• Cassette Beasts — Creature-collecting with heart. You bring one of several interesting companions with you.
• Moonlight Pulse — A metroidvania set on a planet-sized creature. You play as a team of planet-creature denizens fighting off a parasite infestation.

Encountering interesting NPCs:

• A Short Hike — A very small but dense open world game. You encounter characters on your way to find a cell signal in a remote mountain park. With no quest tracker or minimap, you just wander and do what you want.
• Inscryption — Card game with an immersive, spooky atmosphere. The game is hiding secrets from you, though, and you'll meet plenty of shady characters before you can get the truth.
• CrossCode — Action RPG set in a fictional VR MMO of the distant future. You wake up as a player character with no memories of real life, unable to log out. You quickly make friends, go do MMO stuff together and get to the bottom of why you're stuck in-game.

Parasocial weirdness:

• Hypnospace Outlaw — You are a janitor on a Geocities-like service in a simulated 1999 internet. You learn about all the users through their personal websites. This game expresses a large emotional range with just website updates (or the lack of them).

Baldurs gate 3

You are never technically alone in Hellblade...

In all honesty, I think you'd love Casette Beasts, it's all about friendship.

I like a lot of singleplayer games, but I also play games that can be played multiplayer (open world survival crafting games).

Borderlands is pretty good imo. You can play alone, but you never really feel alone with all the characters constantly asking you to do stuff for them.

Someone else said Kenshi, which is strictly singleplayer but you can build up your party and have multiple squads running around, taking care of things. And there are generated conversations between them. And there's tons of mods that can change or add things to the game; personally I've added a couple new subraces to the vanilla ones, a couple new whole races of characters to play with, new building and weapon types and such.

Edit: Untitled Goose Game and Thank Goodness You're Here, or even any cozy game really.

The new Star Wars: Jedi games like Fallen Order and Survivor are great singleplayer games without making you feel alone. Mostly cause of BD-1.

Ys VIII: Lacrimosa of Dana. You will work together with an increasing team of friends and allies to survive ridiculous circumstances.

The story is incredible, but the character building is excellent. Great fast paces action RPG with party switching, so you'll always have 2 playing with you. The story really shows deep friendship development, especially if you ensure to do all side quests and talk to characters at various story points.

in cyberpunk 2077 your characters sorta never alone after a certain point.

Kenshi.

The world is brutal, but its possible to pay for some company, buy some slaves, or maybe, juuuuust maybe, find a quirky friend.

Stardew Valley

Titanfall 2: You have a titan as a companion for most of the game (there are segments where you're on your own though). And it's a fantastic single player campaign.

Dragon's Dogma is pretty good at making you both the center of the world and being surrounded by people that want you to succeed with how the pawns constantly talk, and even out in the middle of nowhere, you'll run into people just walking around between settlements so the world never feels empty, even in places it maybe should.

Echo

Have you tried Adastra? That story can make you feel pretty good... Until it ends...

AVNs 👀

CrossCode. Friendship is kinda part of the story / concept in a way.

"Binary Domain" is an option. You are almost all the time accompanied by 1-3 NPCs of your Team. The game also has a, more or less working, voice System to talk to your team through your microphone. That way you can give orders and have some small talk. The game is quite good, give it a try.