Perhaps modern AAA games have become so handholdy that any game that shuts up long enough to allow the player to experience a sense of genuine exploration and wonder counts as a puzzle game, in which case I'd recommend the rich genre of indie Kings Field-likes, e.g. Lunacid. A bit further out would be something like Moonring (Ultima-like) or Caves of Qud.

Shadow of the Colossus.

Not OP, but I've had the same conclusion. It's a bit cheeky to call it a puzzle game, but I don't think it's strictly wrong.

Imo it's better to approach Demon's Souls as an exploration puzzle game with RPG stuff and combat, not as an action RPG (such as Dark Souls 3).