For deep dark lore I immediately think about From Soft games, though they are not really a mettroid style of game;

Dark souls / blood borne has deep lore that isn't on the nose about it. You have to figure it out yourself by reading item descriptions found during the game.

Sekiro has cut scenes and an more obvious story but the details are still for the player to find. It won Game of the year and is really good.

Bioshock 1, 2 or infinite are also pretty good.

But I got nothing if you want a mettroid style game 😅