The sample size is quite small, but the lack of mentioned VR games is quite telling.
Hard question, and I can't limit it to 3 I guess
Hitman, the janky af first ones. Not played the newer ones yet, and while the freedom in Absolution was nice too, having basically just one ideal way through the entire level was frustrating af, also finding it in the first place was a colossal repetition excersize but just glorious when working out.
Max Payne 1+2, the monologs might be considered pretentious but it's still the best story told in games for me. Not even deep, rather simple, but I loved the whole style with comic books, dark tones, grim voice acting, almost comical tragic hero and cool game mechanic.
Portal1+2 or Vampire The Masquerade Bloodlines or Trackmania Nations/Forever or Richard Burns Rally or Wave Race or Superhot or Life is Strange1 as the third one.