Games like Final Age
Games like Final Age include Firewatch, What Remains of Edith Finch, Poppy Playtime, Layers of Fear (2016), and SOMA. We matched them by the tags players give Final Age on Steam (Horror, Adventure, Walking Simulator, Psychological Horror, and Exploration): closest matches first, and among equally close ones the better-known games.

Firewatch
Shared: Adventure · Walking Simulator · Atmospheric

What Remains of Edith Finch
Shared: Walking Simulator · Adventure · Atmospheric

Poppy Playtime
Shared: Horror · Singleplayer · Psychological Horror

Layers of Fear (2016)
Shared: Horror · Psychological Horror · Walking Simulator

SOMA
Shared: Horror · Psychological Horror · Atmospheric

Outlast
Shared: Horror · Psychological Horror · Atmospheric

Amnesia: A Machine For Pigs
Shared: Horror · Walking Simulator · Psychological Horror

Fears to Fathom - Woodbury Getaway
Shared: Adventure · Horror · Psychological Horror

Bad Parenting 1: Mr. Red Face
Shared: Horror · Adventure · Walking Simulator

Escape the Backrooms
Shared: Horror · Psychological Horror · Adventure

Garten of Banban
Shared: Horror · Psychological Horror · Singleplayer

Visage
Shared: Horror · Psychological Horror · Adventure

Still Wakes the Deep
Shared: Horror · Psychological Horror · Walking Simulator

Scanner Sombre
Shared: Horror · Walking Simulator · Exploration

ROUTINE
Shared: Psychological Horror · Adventure · Horror

Outer Wilds
Shared: Exploration · Adventure · Mystery

Psalm 5:9-13
Shared: Horror · Psychological Horror · Exploration

Fears to Fathom - Ironbark Lookout
Shared: Horror · Psychological Horror · Adventure

Inside the Backrooms
Shared: Horror · Psychological Horror · Adventure

The Park®
Shared: Horror · Walking Simulator · Psychological Horror

Amenti
Shared: Horror · Adventure · Exploration

MiSide
Shared: Psychological Horror · Horror · 3D

Little Nightmares
Shared: Horror · Adventure · Atmospheric

Little Nightmares II
Shared: Horror · Adventure · Psychological Horror