People here are being massively reductive about how much stuff the games does to give character to its...characters and world. You can go on about "x doesn't say that much" or "the plot isn't complicated and full of crazy twists", but you'd be missing all the things the game does actually do to make it all so memorable.

People aren't hallucinating "more" than what the game gives them, it's just that what you are given is often in the form of many subtle details that aren't spelled out, but which influence how to experience and think about things. Like, the NPCs in the game often have unique skeletons and animations that naturally react to you and pose in different ways depending on what you are doing, that gives them a lot of individual personality in ways that you don't often see done to the same level of detail in many games. If you spend time exploring the game and just taking it in you pick up on this and things like that. Like, the game adds in all kinds of details like how you can speak to people wearing numerous masks to clean more information, playing songs might let you uncover extra scenes and dialogue, there are all kings of things (including skeika stones etc.) that you can pay attention to to pick up lore details and hints about things, and in general the way the time systems let you interact with the characters gives the impression of the world full of life going about its business in different ways.

There's genuinely just a lot going in an few games do as good a job of giving you the impression you are interacting with characters in a lived in world. At the end of the game all the things that have happened feel monumentally significant, even if the 'plot' isn't complex.