Games like lily's world XD
Games like lily's world XD include Firework, No, I'm not a Human, The Test: Hypothesis Rising, Unheard - Voices of Crime, and The Test. We matched them by the tags players give lily's world XD on Steam (Psychological Horror, Investigation, Retro, Puzzle, and Mystery): closest matches first, and among equally close ones the better-known games.

Firework
Shared: Puzzle · Psychological Horror · Mystery

No, I'm not a Human
Shared: Psychological Horror · Choices Matter · Story Rich

The Test: Hypothesis Rising
Shared: Simulation · Psychological Horror · Choices Matter

Unheard - Voices of Crime
Shared: Mystery · Puzzle · Story Rich

The Test
Shared: Psychological Horror · Simulation · Story Rich

The Roottrees are Dead
Shared: Puzzle · Investigation · Mystery

Sally Face - Episode One
Shared: Psychological Horror · Story Rich · Puzzle

Mouthwashing
Shared: Psychological Horror · Retro · Story Rich

Zero Escape: Zero Time Dilemma
Shared: Psychological Horror · Puzzle · Mystery

KinitoPET
Shared: Psychological Horror · Retro · Horror

Desktop Explorer
Shared: Psychological Horror · Investigation · Puzzle

Cyber Manhunt
Shared: Puzzle · Simulation · Mystery

The Case of the Golden Idol
Shared: Investigation · Mystery · Puzzle

Zero Escape: The Nonary Games
Shared: Puzzle · Psychological Horror · Mystery

Phasmophobia
Shared: Psychological Horror · Investigation · Horror

Slay the Princess — The Pristine Cut
Shared: Psychological Horror · Choices Matter · Story Rich

Cube Escape Collection
Shared: Puzzle · Psychological Horror · Mystery

Strange Horticulture
Shared: Puzzle · Mystery · Investigation

Murders on the Yangtze River
Shared: Puzzle · Mystery · Investigation

Danganronpa: Trigger Happy Havoc
Shared: Mystery · Psychological Horror · Story Rich

The Test: Final Revelation
Shared: Simulation · Psychological Horror · Choices Matter

Cyber Manhunt 2: New World - The Hacking Simulator
Shared: Puzzle · Investigation · Mystery

Death and Taxes
Shared: Psychological Horror · Choices Matter · Simulation

MiSide
Shared: Psychological Horror · Story Rich · Horror