There is. Newer EA games, anything with Epic Online Services (but especially with a login), etc. They get negative reviews fairly consistently.
Some older games get overlooked, but even then adding in a third party software (not even necessarily needing an account) often lowers a game to a mixed rating on Steam for recent reviews.
So I’m not sure what might make you not feel lonely or anxious. Things like how directly you control the characters with you could he factors I imagine, so I’m just going to list a bunch of things:
A shorter one, but Star Wars Republic Commando. You’re a commando unit and work as one.
Dragon’s Dogma, either Dark Arisen or the new sequel.
Mass Effect series.
I don’t know if Earth Defence Force would be like that or not, at the end of the day your NPC allies could be hit or miss (literally, depending on the weapons you use).
Not sure how you feel about party-based RPGs, but there are tons of them.
I’m wondering if RTS games with campaigns would feel right as well. StarCraft’s campaigns have a lot of people constantly talk to/around you.
The Lego games?
Stardew Valley?
Can’t really think of indie games at the moment.
Games I haven’t played so I don’t know if they apply: Persona? Space Marine games?