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Kinda some different tropes at play but seeing some recent games made me think about it
TLDR: The ending of the game results in the player having to 'leave the world behind', either going back to where they came from, or being taken to some new unknown plane of existence.
I can probably recall a lot of games that do this, but theres two in particular that made me think about it
Minishoot' Adventures - Ending is the player being ascended by god.
Ogu And The Secret Forest - Ending is the player being brought back to their home reality by god (and also losing their memories).