Games like Malevolence
Games like Malevolence include Amnesia: The Dark Descent, Resident Evil 7 Biohazard, Outlast, Scorn, and SOMA. We matched them by the tags players give Malevolence on Steam (Adventure, Gore, First-Person, Retro, and Horror): closest matches first, and among equally close ones the better-known games.

Amnesia: The Dark Descent
Shared: Gore · Horror · First-Person

Resident Evil 7 Biohazard
Shared: First-Person · Horror · Gore

Outlast
Shared: First-Person · Horror · Gore

Scorn
Shared: Gore · Horror · First-Person

SOMA
Shared: Horror · Gore · Atmospheric

Inside the Backrooms
Shared: Horror · Adventure · Puzzle

The Forest
Shared: Adventure · Horror · First-Person

Metro Exodus
Shared: FPS · First-Person · Horror

MOLE
Shared: Adventure · Horror · Retro

Firewatch
Shared: Adventure · First-Person · Atmospheric

Resident Evil Village
Shared: First-Person · Horror · Gore

Lethal Company
Shared: First-Person · Horror · Exploration

METRO 2033 Redux
Shared: FPS · Horror · First-Person

Outer Wilds
Shared: Adventure · Exploration · Puzzle

Still Wakes the Deep
Shared: Gore · Horror · First-Person

Atomic Heart
Shared: Adventure · FPS · Horror

DOOM
Shared: Gore · FPS · First-Person

Dying Light
Shared: Horror · First-Person · Gore

Stray
Shared: Adventure · Exploration · Atmospheric

Fallout 4
Shared: Adventure · Exploration · First-Person

Warhammer 40,000: Darktide
Shared: Gore · FPS · Horror

DUSK
Shared: Retro · FPS · Gore

Northern Journey
Shared: Retro · FPS · Adventure

Outlast 2
Shared: Horror · First-Person · Gore