It's a mod, but the original long war mod for XCOM 2012 holds a very special place in my heart. You basically have to have reference material open because of how large the research trees got, along with just no ability to really in game teach you about any of the mechanical changes.

Maybe not quite as sprawling as something like a paradox game or dwarf fortress, but LW also demands you fully understand the complexities it introduces over the base game or you can find yourself in unwinnable or extremely difficult to pull out of positions, and you easily end up playing tons of missions in a doomed session if you miss, say, upgrading your interceptors enough quickly enough to pop the overseer UFO or find yourself in a massive resource pit because you sold all your elerium early and now you can't keep up techwise.

The sequel mod for xcom2 never to grabbed my attention the same way long war 1 did.