Personally there are a few games which left me very dissappointed, after hyping myself up for years in certain cases.
Divinity Original Sin: turns out I prefer more streamlined, less packed games (love Pillars of Eternity) and that coop play in a CRPG stresses me out.
Wasteland 2: I actually managed to finish this one but secretly I admit I was hoping for a better Fallout which I didn’t really get. New Vegas did the cowboy theme much better.
INSIDE: while the design was cool, it was just a ton of boring, easy puzzles in comparison to LIMBO, its predecessor.
The biggest issues have already been mentioned by others but I’d just like to add - there’s a lot more climbing in Forbidden West, but the mechanics feel a lot worse (to me anyway). I found the climbing in HZD boring but serviceable; in HFW it just feels awful, Aloy never does what I want her to do and I regularly plunge to my doom for unknown reasons. Also the pullcaster (basically a grappling hook) is super clunky to use and adds essentially nothing gameplay-wise, just some random superfluous interaction points. It feels like there might have been some cut content there.
I enjoyed Zero Dawn quite a bit - the hunting and fighting mechanics in particular - but Forbidden West is kind of a sidegrade at best. It just feels like a sequel for the sake of a sequel.