Maybe not the best, but I’d like to add Final Fantasy Legend II (Saga II) to the list. The story isn’t terribly detailed (it is an OG Gameboy game after all) but the overarching story us decent and has a few twists, most of the worlds have overarching stories, and there is a nice bit of conflict when the main character finds their dad (who left in the night at the start) has been acting as the father figure for a girl in another world.