I only played Call of Prypiat, but had the exact same feeling. It gave me the creeps very regularly, especially in confined, dark spaces. And it's one of the few games that made me climb to some high ground to scope the path through the binoculars to be able to decide "should I try to kill those creatures to go the fastest route, or go around them". Not just because of the risk, but also the scarcety of ammo.
It was also the only game where nights were scary, I remember one time I was out in the open quite far from a safe zone investigating some area, and suddenly realized it was already past 5pm "holy fig I got to run back!! (there's no fast travel)". You can't see crap at night without night vision goggles which are expensive, and even with them is just better than nothing. The night is dark and full of terrors.
Also love some details like no bullet sponges (neither the NPCs os the player character), no respawning NPCs/creatures (if you kill them they stay dead), sandboxed NPCs that even loot (better get to that corpse faster than those other guys), go out on their own, and gather at night in safe zones to relax. In many ways, it was groundbreaking for its time. There are many action-rpgs today that could still learn a lot from Call of Prypiat.
It's a slow but intense game, and all that is achieved through an ever-present eerie atmosphere, and the result is fantastic. It's a shame the series was never continued.
