Octopath Traveler is a big one, highly recommend (my profile image is of that lol)
Maybe some games like Lost Sphear or I Am Setsuna.
World of Final Fantasy, and they have the original 7, 8, 9, 10/10-2, 12 all available non the Switch.
The Legend of Zelda: Breath of the Wild,, but that game is a bit lighter story-wise than other entries. Good characters, and a fun experience though for sure.
The upcoming Paper Mario: The Origami King looks like it might have an intriguing plot, so that might be worth looking into.
Xenoblade Chronicles for sure! Hope you enjoy it.
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Most games on Switch do tend to lean more towards being a fun game experience as opposed to a good and complex story.