Hollow Knight and Darkest Dungeon both fit this for me. When I initially played them there would be some pain point where I got frustrated with some wall in the exploration or a tough setback (like some classic darkest dungeon bullshit like 3 spiders getting critical hits in a row killing a hero at full health). But the atmosphere of both games kept pulling me back again and again, and each time I’d get a little bit further.

Now I can say I’ve beaten Darkest Dungeon probably a half dozen times, nearly 100% Darkest Dungeon 2, and beaten every pantheon in Hollow Knight (with bindings on all but P5).

Not sure if my obvious masochism was the biggest factor in these games pulling through for me, but I can still say they are fantastic experiences for anyone willing to dig in and face the challenges they have to offer.