You could try a Persona Game (or the new Metaphor) These games are build on your relationships with the other characters. They think of you, they contact you often on their own because they want to do something with you. You just have to like to read. Those things are half JRPG, half Visual Novel.
I case of the dystopian stories like CP2077 or Shadowrun, the "coziness" comes from that the companies and the state dont care about the individual at all, in a way that they dont even try to control you directly anymore and that can be kind of freeing. If no one cares anymore if you squat in some abandoned building you are free to live your life there as you want.
I can imagine that even this feels freeing compared to nowadays where you are, as long as you dont fit in, you get actively and very directly antagonised by systems and people.
And i find it also terribly sad that i feel that way.