A couple titles that deserve mention and I don't see in any other lists:
Children of Mora - Narrative driven action RPG with some light Roguelite-ish elements. Amazing world building and story telling, good character choice/building and gameplay.
Cassette Beasts - Pokemon, if it were good. Much more mature story, tons of quality of life systems that makes building things fun, a weakness system that matters a lot more than "number big" and the entire game is double battles. I've played the game start-to-finish in couch co-op and it was incredible. They've recently added online multiplayer, but I cannot say with 100% certainty that the online allows you to engage with the story together. Couch co-op has one player play as the companion character in an otherwise unchanged experience whereas online has one player character hop into another player characters world.
Weird enough, the Monster Hunter franchise - I'm not sure how this isn't anywhere else in this thread. Use large weapon to hunt large monster. Build bigger weapon to hunt bigger monster. World and Rise are both on sale on Steam right now. World is dumb to move through the story together though, despite the fact that most fans who aren't me are likely to call it the better game.