The binding of issac rebirth / afterbirth
Our darker purpse! its not very well known but its absolutely amazing! fantastic story.
both of those start out slow, but become insane as you unlock more and more gear to appear. Our darker purpse has a mechanic where you have to get achivements on sorts on bosses and special enemies for unlocks, to unlock special things. it also has a perk system where as you get more advanced, you can start with selectable mix and match perks. FANTASTIC STORY!!! its all lore technically, but follow it all, its amazing when things start coming together and making sense. also both games require multiple playthroughs that 'expand' the playable content, to ensure your not trying to do some later or end game stuff, without being able to get proper drops.
along the same gameplay your looking for but not a rougelike, check out hotline miami 1 and 2. both fantastic games with a great complex narritive. 2's story is easier to understand / follow, as it follows a large group of protagonists.