Guessed by @Darashiva
It still boggles my mind that this game came out for the PS2, fifteen years ago. It was so far ahead of its time, not only in its incredible technological prowess, but also in how it employed gaming as a means of telling a story - as a work of art, I'd say the gaming industry still hasn't caught up to it. Nowadays, most high budget games are either a multiplayer microtransaction fest, or a proper story based adventure, but... the means of storytelling employed today are typically derived from movies, filled with long cutscenes and dialogue, the actual gameplay itself having no relevance in regards to how the player experiences the narrative. As a result, it's quite easy to imagine movies based on these games (in fact, they're already starting to happen).
Shadow of the Colossus, however, is a story that can't be told in any other way without losing a lot of its impact. You're not just watching Wander do the stuff he does, you're there, controlling him, doing everything with him. This connection between the player and character is something that happens in every game, obviously, but here it's at its most impactful. By giving Wander a clear goal from the start, it's very easy to connect with him and to continue pushing through the events of the game in spite of their visibly questionable morality. Just like Wander, you're blinded by this objective, and will continue to work to achieve it even if it might begin to feel like it'll cost you everything. The game has plenty of cutscenes, and they're fantastic in their own right, but most of the heavy-lifting here is done through the gameplay, and it creates an experience unlike anything the industry's put out before or since. It's just an absolute classic, one of those unique works of art that can never be matched.