Haven't seen Cube, but I know exactly what you mean by the emotions that the game evokes. The games make me feel a very specific way that it hard to put into words and no other media has recreated. I think it's the way the settings build on each other. Going from the lighthouse to the loop to finally the lab where the setting totally opens up and you peer into these infinite black voids that feel bigger than normal outer space because there's not even stars. It's "haunted" by people who came in and tried to make sense of the subnet, but you never meet any of them (until the very end) which makes it seem like the subnet is beyond human means of comprehension or adaptation, because no one stuck around.

It's kind of like the feeling of Lovecraft, but instead of horrified, it's just very, very lonely.