Games like Milestone
Games like Milestone include Poppy Playtime, The Exit 8, Escape the Backrooms, Garten of Banban, and Layers of Fear (2016). We matched them by the tags players give Milestone on Steam (Psychological Horror, Walking Simulator, Horror, First-Person, and Exploration): closest matches first, and among equally close ones the better-known games.

Poppy Playtime
Shared: Horror · First-Person · Singleplayer

The Exit 8
Shared: Walking Simulator · Exploration · Horror

Escape the Backrooms
Shared: Horror · Psychological Horror · First-Person

Garten of Banban
Shared: Horror · Psychological Horror · First-Person

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

MiSide
Shared: Psychological Horror · Horror · First-Person

What Remains of Edith Finch
Shared: Walking Simulator · First-Person · Exploration

Firewatch
Shared: Walking Simulator · First-Person · Adventure

SOMA
Shared: Psychological Horror · Horror · Exploration

Garten of Banban 2
Shared: Horror · Psychological Horror · First-Person

Scanner Sombre
Shared: Walking Simulator · Horror · Exploration

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

Inside the Backrooms
Shared: Horror · Psychological Horror · Puzzle

Five Nights at Freddy's: Security Breach
Shared: Horror · First-Person · Singleplayer

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

Outlast
Shared: Horror · First-Person · Psychological Horror

Garten of Banban 3
Shared: Horror · Psychological Horror · First-Person

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

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

Fears to Fathom - Woodbury Getaway
Shared: Psychological Horror · Horror · First-Person

ROUTINE
Shared: Psychological Horror · Singleplayer · Horror

The Death | Thần Trùng
Shared: Psychological Horror · Horror · Puzzle

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

Lethal Company
Shared: Horror · First-Person · Psychological Horror