I would not say that almost every single case in the Ace Attorney series are sad. I think that the only cases that have that sad feeling are the final cases, 4th case in T&T. That is just me of course. JFA had among the worst cases in the series, they made me happy when I finished them (except the final case).
When you are talking about Phoenix Wright, are you including Apollo Justice?
The emotional is definitely in a sad AND thrilling way, but primarily sad. The music, the characters and the despair and mystery all add to it and not in the "action" way either.
If you play all the games as they are intended, they follow on and it's simply sublime in it's balance between a bit of action and enough story moving forward as things unfold.
In fact, as my previous post outline - I'm outright horrified at the games people have listed here as they are clearly games where the action and cinematic atmosphere has overwhelmed the person with hardly any proper "emotion" to speak of.
If people are listing Heavy Rain on their top list they are obviously in their teens still or haven't played any good games from the 90s at all or even the early 2000s, sure games like that are good and they pull on the emotional senses somewhat, but mostly it's just cinematic superficial stuff. There's no real "oh nooooooooo" moment in a more restrained way.
That or they're just all action junkies who dare I say it...don't know what real emotions are (shadow of the colossus!!!! Uncharted!!! FarCry 3!!!....it's just sad to even read)
Branch out people, this isn't about taste you really can't have expeirneced emotional games if that's the best you can list!