Secret World is a dying mmo with a cool (albeit unfinished) story and cooler puzzles. It is set in an urban fantasy world where magic is real and most every conspiracy theory is true in some fashion. Working for one of the big three - the Templars, the Illuminati, and the Dragon - the player character is tasked with investigating and containing occult disasters across the world. Wish it wasn't dying but good thing is you don't need to play it as an mmo to experience the story content. Hope you know morse code.
It's a great game. If your thing is more singleplayer, check out Tornquist's other games Draugen and The Longest Journey series. The first of The Longest Journey series is possibly the best point and click adventure ever made (Yes, better than [insert lucasarts adventure here]) and should give you serious Disco Elysium vibee.