The Banner Saga 1-3 has you leading an army and offers many difficult narrative decisions that don't necessarily affect the story outcome but absolutely can make or break your next battle or just generally make you feel bad. Battles are turn-bases tactical style.

Citizen Sleeper. It's a short game about precarity and human connection. There are a few off ramps out of the current, desperate situation you're in that are usually weighed against letting someone go or leaving things behind. It's unique in games with difficult choices for so rarely about being given compelling reasons to do bad things, just choices that are hard for their emotional consequences.

Witcher 3

I find games that have genuine path branching to be most satisfying for me in the "choices matter" department. Some games that come to mind for this are Tactics Ogre Reborn (or the PSP version), The Witcher 2, Triangle Strategy, and Baldur's Gate 3.

There are others that have interesting decisions (especially ending/late-game ones) like Deus Ex, The Witcher 3, and Life is Strange, but I'm not sure if those quite have the scope you're looking for.

I haven't seen Morrowind's mentioned, but some of its side quests are very grey in their morality, in ways that later Bethesda games aren't. Definitely recommend if you want to make choices that keep you wondering if you actually did the right thing, and whether it was in character with your character.

But then again, that goes for the whole story. There's just enough hints and mentions throughout to make you wonder if you actually are the chosen one or just someone stumbling their way through the game, luckily having events line up with a prophecy.

It's hard to imagine Bethesda ever attempting something so ambiguous again.

Dishonored franchise. The world goes from bright to nightmarish depending on your choices

ShadowRun: Dragonfall

Its an isometric tactics style game that plays like the tabletop RPG it is designed around. It's a lot of reading, so if you're not into that stay away, but man... I remember when I beat it I was like "Fuck... Did I fuck up? I think I may have made some wrong decisions. I feel awful now"

I also love the setting it takes place in. For some reason fantasy always takes place in the past. Medieval elves, and dwarves, and Orcs etc. ShadowRun is a dystopian/cyberpunk future where all of these races exist. As if the fantasy world didn't stop existing after the medieval era.

I'm surprised that no one has mentioned Life is Strange 2, there are some tough choices and the outcome is not obvious at all.

Wasteland 3 has a number of mutually incompatible outcomes that force you to decide how things will end up.

Mass Effect was pretty great with this and really paved the way for games now. i still don’t know another set of trilogies where the game can be affected from the choices you made years before in an earlier game. I think they went so ambitious that it really tied up their hands with a lot of things for ME3.

Vampyr Deus EX -not the square ones Wasteland modern sequels

An indie game called OneShot from the Undertale knockoff genre has only one choice that matters, but god damn what a horrible choice, particularly since a child has to make it. And by the way, the game is called OneShot because it's designed to be played exactly once. If you want to play again, you have to mess with some files to do so.

Witcher 3, Pathfinder: Wrath of the Righteous, Nationstates.net , all are excellent options along this line.

Terra Invicta may be too high-level for the emotional impact, but it could fit. You are playing on the geopolitical stage, preventing (or steering) an exctinction-level war between humans and aliens. Stage a coup to overthrow a democratically elected government, make it as corrupt as possible to drive it to poverty so that the faction that wants to surrender to the aliens can't win the space race?

The Last Federation where you play as the last member of an alien race that everyone tried to destroy, and your last act is to prevent them all from killing each other. Maybe you will harass them all to make them ally against you and become friends? Maybe convince 4 of them to gang up on the 5th?

Kenshi

Also does anyone think Morrowind counts?

Triangle Strategy. I hit a number of points where I had to think hard to make my decision and even then I wasn't sure if it was what I should've gone with. Trying to save and reload to pick something else is futile since I'd just run into another tough decision down the line which modifies things further and it'd take too long to play through multiple key points. It's an amazing strategy game as well.

I haven't finished it, but I'd say Vampyr makes you make some difficult choices

Banner Saga

Yes, your grace, is a great short game