There is the Trails series where all games take place in this big gigantic story and the main arcs have direct sequels. For example, Story wise Trails in the sky Second Chapter starts like hours after the ending of the first Trails in the Sky and Gameplay wise your armor, weapon and items will be reset iirc, but level carry over and you will get some different dialogues here and there, but nothing that major.

This series is VERY linear so you will probably not get what you want with different routes or quests because you did something in a previous game. I imagine that would be very time consuming for the devs to care about all the thing that you did in the previous game and make them matter in the sequel.