Games like Dave.EXE
Games like Dave.EXE include Firewatch, Little Nightmares, Bendy and the Ink Machine, That's not my Neighbor, and PEAK. We matched them by the tags players give Dave.EXE on Steam (Horror, Comedy, Character Customization, Jump Scare, and Casual): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Atmospheric · Horror · Comedy

Little Nightmares
Shared: Horror · Atmospheric · Adventure

Bendy and the Ink Machine
Shared: Horror · Cartoony · Indie

That's not my Neighbor
Shared: Horror · Casual · Arcade

PEAK
Shared: Comedy · Character Customization · Atmospheric

R.E.P.O.
Shared: Horror · Comedy · 3D

WEBFISHING
Shared: Character Customization · Casual · Stylized

Youtubers Life
Shared: Character Customization · Casual · Comedy

Garten of Banban
Shared: Horror · Cartoony · Atmospheric

Cookie Clicker
Shared: Horror · Casual · Indie

Little Nightmares II
Shared: Horror · Atmospheric · Adventure

Bendy and the Dark Revival
Shared: Horror · Cartoony · Indie

CHUCHEL
Shared: Comedy · Casual · Cartoony

Poppy Playtime
Shared: Horror · Lore-Rich · Indie

Iris.Fall
Shared: Horror · Casual · Atmospheric

INSIDE
Shared: Horror · Atmospheric · Indie

Content Warning
Shared: Horror · Comedy · Atmospheric

The WereCleaner
Shared: Casual · Cartoony · Arcade

MiSide
Shared: Horror · Atmospheric · Story Rich

Poker Night at the Inventory
Shared: Casual · Comedy · Cartoony

Five Nights at Freddy's
Shared: Horror · Indie · Jump Scare

The Great Perhaps
Shared: Horror · Casual · Time Travel

Backrooms: Escape Together
Shared: Horror · Atmospheric · Early Access

Garten of Banban 2
Shared: Horror · Cartoony · Atmospheric