Surprised no one mentioned Enderal yet. It’s a total conversion mod for Skyrim (special edition) and it really fits the bill of mystery/horror. It’s my favorite game from a narrative point of view; the soundtrack and voice acting is also excellent, and I have re-listened it long after finishing the game. The only issue would be that you mentioned you would prefer a more linear experience, rather than an open world. The main quest is fairly linear, but you can still go off the rails and explore - but the pull of the story will always set you back on track.
One of my favorite tracks, which summarizes quite well the atmosphere of the game - https://www.youtube.com/watch?v=JKLkOnvFG5w
Trailer - https://www.youtube.com/watch?v=_DHkmHBPs2Q
ProtonDB lists it as playable on SteamDeck; the game itself is free, although you will need Skyrim Special edition (which is around 10$ on Steam right now).
And the Essure permanent birth control device, causing persistent pain, bleeding and other health problems to thousands of women. Withdrawn from the US market before the Netflix documentary released
https://www.theguardian.com/film/2018/jul/25/the-bleeding-edge-netflix-documentary-medical-devices