OneShot is very much based on its story and immersion. Contrary to the title’s implication, there’s not so much potential for risk during play, even if it’s themed that way, but it does feel like any efforts to repeat the game would ruin some of the immersive thoughts present.

Deathloop's story basically means that you're replaying the game because you failed your previous attempt at escaping. You can play it more than once, the game encourages you to, and I kinda want to, but I never did because I already won. In a lot of games replays are basically just "fresh starts" and here, they are part of the story, and ironically, that's what's stopping me.

The vanishing of Ethan carter

13 sentinels: aegis rim

For me pretty much every single linear / story type game. Even great ones I sometimes attempted to have another run but would immediately get bored and ended up quitting. They just don't really offer anything to me to make it worth it. Even a lot of New Game Plus modes aren't cutting it, because they're typically just some extra items or abilities.

Penumbra Overture, never finished it but was fun exploring and figuring out stuff.

Scanner Sombre

Interesting main mechanic, good storytelling, but once you finish it, that's pretty much it.

Maaaaaaybe replaying the first room you start in with all the upgrades, since you can see more clearly, but that's it.

The remake of shadow of the colossus since they removed the time attack mode with awesome unlocks.

Brothers: A tale of two sons maybe.

I absolutely loved Recursive Ruin and I'm still waiting to forget the solutions.

the desolate hope. its a very unique robot themed game, but you only really need to play it once.

I personally think the main series Danganronpa games alongside Despair Girls have enough of a play through the main story mode (don't know if there are any other modes for Despair Girls) and then you don't replay almost ever type of gameplay since they're visual novels, technically. (I don't consider them visual novels because I consider those to be just images/animations and a text box on screen with no control over a character).

The 3rd game even has a mode you unlock at the end that has replayability, though, so I don't know if that would disqualify it.

Also, another game I like with pretty much no replayability besides watching your favorite scenes play out would be the point and click adventure game Beyond the Edge of Owlsgarde. It's a game that, if you know what you're doing, can be completed in 2 hours. My first playthrough took a lot longer though, since I didn't know what I was doing. Also, it only has 2 endings and if you miss the good ending, you'll get a hint at the end of the bad ending which will guide you to the good ending.

Some people might disagree with me, but Celeste.

They don't exactly fit with your theme of short mystery and puzzle games, but based on your initial question most JRPGs and most story-focused games came to mind. Let's go over a few of them I'd recommend to everyone interested in those games:

• Persona 5 Royal: It's about a 100h and very story-heavy. There are some twists and turns which keep you engaged and you build relationships with a wide cast of characters. Besides the story and actual combat, there's a ton of side activities, all of which you only do a few times. It's probably my favorite game I'll never replay, because all these things are an absolute slog to play again. The same goes for Persona 4 and maybe 3, haven't played that one.

• every Etrian Odyssey: They are old-school dungeon crawlers originally released on the 3/DS and got remakes on steam and the Switch. You draw your own maps of every layer the dungeon has, which is a large puzzle in itself. However, once you know the dungeon, there is literally no point in exploring it again. You know every trap, every worthwhile detour and of course the path to take.

• Like a dragon 7/8: They combine an open world with lots of mini-games, funny and/or touching side stories and an epic overarching main story to follow. There are tons of interactions with your companions, all of them interesting. It's just, similarly to Persona 5, all these mini-games and interactions only carry themselves for the short burst you get them in and while they are fresh. Replaying them? It's an absolute slog. You know every punchline, you have optimized most mini-games and probably remember most of the great backstories each character has - you'd be skipping most of the content and the non-optional combat system isn't fun enough to carry itself on its own.

Danganronpa, honestly any of them. Once you know the story, who the killers are, and the twists, it quickly loses it's charm. The only way afterwards is to watch other people play it for the first time.

Midnight Suns was like that for me. The tactical combat was interesting and could have had replay value, but all the chores and conversations you have to do to progress the story made this a "no way" for a second playthrough. Absolutely worth it to go through once though, if you are into turn based combat games and marvel characters.

If you liked chants of shenaar, check out heaven's vault. I think it does what chants of shenaar does, but better, and it did it years before. It was a bit strange to me to see chants of shenaar get so much hype, but have heaven's vault stay slept on.

I feel like the yakuza series is fucking fantastic, but not that replayable. Usually it's because I seek out all the substories and stuff on my first run, so it takes fucking ages to finish, but I've never got the urge to play it again after I've completed the stories.