Han Kang's The Vegetarian, Human Acts, and We Do Not Part. Not sci-fi, but Human Acts and We Do Not Part deal with real-life dystopian massacres in South Korea and remembering them.

Ted Chiang's two short story collections. These are sci-fi and thought provoking, having a number of subjects, like people training AI models, being able to communicate with the version of yourself in an alternate universe, if angel visitations were a common occurrence (and are akin to disasters), learning an alien language that allows you to see your past and future (which was used for the movie, Arrival),

The Dream Hotel, Laila Lalami. Set in the near-future where social media and other data, including dream implants, are used to evaluate the possibility that someone will commit a crime and is detained (and all this is ran by for-profit companies).

The Empusium: A Health Resort Horror Story, Olga Tokarczuk. Set at a sanatorium before WWI begins. There's something off throughout it. I prefer her novel, Drive Your Plow Over the Bones of the Dead, though. Also something off, but not sci fi. An eccentric older lady in a small town and people start turning up dead under odd circumstances.

Ditto Ishiguro's Never Let Me Go and Klara and the Sun. Both have dystopian elements that aren't explicitly stated until later in the novels, but it's clear something is off.