For me it's Super Butoden 2.
The story parts have that amazing bgm that sounds like this
https://youtu.be/-_X4lXT9Y1g?si=8Iu-X2koproBxsC7
All the memories come back of being a kid and playing this game in my room alone lights off, only the TV, the house silent and only this music echoing into the night. Definitely cozy times.
Some of the other tracks here are also very warm and welcoming, despite being used for a fighting game (which is still pretty cool, as it creates a sort of unexpected gap)
https://youtu.be/2rMJMNyN3kQ?si=FC9HhgZhsH28q67V
I still play story mode every now and then and try to go for the true ending. Always comfy.