>>716481229
Same recommendation as always, but Environmental Station Alpha. It starts off as a bog standard Super Metroid clone (very good though) but ends with a La-Mulana-like riddle-solving postgame that is about the same length as the main game. The worldbuilding and lore doesn't go all that deep but there is at least some small amounts of it there (I can't actually think of that many games where taking notes on the lore is as important for puzzle solving as in VS/LM).

I should also mention the Golden Idol series which is a completely different style of puzzle game but the story and world building in those games is pretty interesting if you pay attention, take notes and connect the dots.