Spoilers for the whole game.
The ending destroyed me. Both dream sequences were some of the best moments I've experienced in any game, but the second one especially struck a nerve and was an especially bittersweet bit of melancholy.
Also, the Deserter was such an interesting character, his dialog about witnessing capital taking off its human face was well written and heartbreaking.
10/10, not much else to say. (Maybe just a side note that anything other than Sorry cop, Communist, and psyche specialist HDB felt way too natural, like that was just the way you were meant to play the game).
If you want more great "story games" like Disco Elysium then you should play OMORI and (I guess, but I haven't played it yet) Baldur's Gate 3.
Oh yeah, and Pathfinder: Kingmaker and Pathfinder: Wrath of the Righteous, but that's only if you're really into CRPGs.