Anyways my personal picks off the top of my head. While there are two big meanings of profound for me, the first being thought provoking and the second emotionally impactful, I tend to favor the latter.
So off the top of my head.
Soma: What should be a simple horror game really did a good job overcoming the middling gameplay by introducing such an interesting setting in the gameplay and really had the player think about things like identity and consciousness and what makes you Human. So in that regard it was wonderfully thought provoking and emotionally impactful. And the ending was just... powerful and the way it was set up beautifully done. It was a great story with an ending that actually matched the build up to said ending which is very rare.
Dark Souls: A slow burn, with so much of the lore hidden in entries and feint bits of dialogue, the fact it's such a beautiful, minimalist and mysterious world that you have to make an effort to actually delve into learning more about the wonderfully detailed and thoughtful world that this game took place in made it all the more appealing. Also some iconic battles that were very well set up. Minimalist yet impactful.
Half Life 2: The ending of the first game, this one and the last released DLC were all impressive. And this is probably a tribute to the latter two. The building to such an epic climax and conclusion and then the appearance of the G-Man in one and the shocking ending at the end of Episode II followed by that iconic fade to black that tapered off such an amazing storyline both times around.
Planescape: Torment: I love the Planescape setting and how it did multiverses before it became a big studio buzzword. Plus it was like Disco: Elysium or Fallout: New Vegas on steroids when it came to the discussions of philosophy and meta-ethics and how it shaped the worlds of Planescape. The personal story too was impressive, with complex characters and motivations amongst your companions and NPC's, and some utterly fascinating encounters in a great original fantasy setting. And the actual protagonists journey, it's such an intricately laid plot that left me genuinely surprised with how well set up the whole mystery was. That left some impact.
Arcanum: Actually somewhat similar to the other RPG games I mentioned but along with a great fleshed out setting or game world, this game had a lot of side quests and moments which reminded me of that particularly memorable quest in Fallout 3, the one where you can invite the ghouls under Roy Phillips into Tenpenny Tower and then later Roy Phillips double crosses the residents. There's a lot of moments like that in Arcanum... only presented better in Arcanum as well. The whole mysterious adventure blossoming into a huge world saving mission with a final twist that was set up so well and yet still caught me by absolute surprise was just well done as well.
