Games like The Lost Sheep
Games like The Lost Sheep include Outer Wilds, Firewatch, A Plague Tale: Requiem, Cairn, and The House of Da Vinci. We matched them by the tags players give The Lost Sheep on Steam (Adventure, Exploration, Hidden Object, Immersive Sim, and 3D): closest matches first, and among equally close ones the better-known games.

Outer Wilds
Shared: Exploration · Adventure · Mystery

Firewatch
Shared: Adventure · Exploration · Atmospheric

A Plague Tale: Requiem
Shared: Adventure · Exploration · Cinematic

Cairn
Shared: Exploration · Adventure · Stylized

The House of Da Vinci
Shared: Hidden Object · Exploration · Adventure

DEATH STRANDING DIRECTOR'S CUT
Shared: Adventure · Exploration · Cinematic

Stray
Shared: Adventure · Exploration · Atmospheric

DREDGE
Shared: Exploration · Adventure · Atmospheric

Journey
Shared: Adventure · Exploration · Atmospheric

Tomb Raider Game of the Year
Shared: Adventure · Exploration · Third Person

Rise of the Tomb Raider™
Shared: Adventure · Exploration · Third Person

Jusant
Shared: Exploration · Adventure · Cinematic

Kena: Bridge of Spirits
Shared: Adventure · Exploration · Third Person

AER Memories of Old
Shared: Adventure · Exploration · Atmospheric

Fallout 4
Shared: Exploration · Adventure · Atmospheric

COCOON
Shared: Adventure · Exploration · 3D

Sword of the Sea
Shared: Adventure · Exploration · Stylized

Quern - Undying Thoughts
Shared: Adventure · Exploration · Atmospheric

Big Walk
Shared: Exploration · Adventure · Immersive Sim

Hogwarts Legacy
Shared: Adventure · Exploration · Third Person

The Room 4: Old Sins
Shared: Adventure · Hidden Object · Exploration

PEAK
Shared: Adventure · Exploration · 3D

Gothic 1 Remake
Shared: Adventure · Exploration · Third Person

What Remains of Edith Finch
Shared: Exploration · Adventure · Atmospheric