What games have what you’d call really good worldbuilding, and what in particular do you like about them?
https://en.wikipedia.org/wiki/Worldbuilding
Worldbuilding is the process of constructing an imaginary world or setting, sometimes associated with a fictional universe. Developing the world with coherent qualities such as a history, geography, culture and ecology is a key task for many science fiction or fantasy writers. Worldbuilding often involves the creation of geography, a backstory, flora, fauna, inhabitants, technology, and often if writing speculative fiction, different peoples. This may include social customs as well as invented languages (often called conlangs) for the world.
Apart from Mass Effect, Pillars of Eternity, and Deus Ex as others have already mentioned, I’d like to also add:
Grim Dawn.
The conflicts in its Universe feels reasonable, all the factions have their history and reasons of existence, there are beneficial and selfish, but no clear black and white, and everything interacts. The Lore is very good for an ARPG that focuses on combat, loots and built.