There’s actually a term for that phenomenon: the Preparedness Paradox.

I Want It That Way by Backstreet Boys

I’d have to say Nier Automata, as well as the recent remaster of the game that came before it, Nier Replicant (ver 1.22…). Both are soul-crushing, which is helped by their amazing soundtracks. I definitely recommend them if you’re looking for something to make you cry.