Taking everything into perspective, I found Rain World to be an absolute gem. There's not much of an explicit story, yet the world is spelled out all around you with your experiences in this ecosystem personalizing each encounter. The difficulty can be a nice throwback however, the fact that your progress can be so easily lost is going to be a 'make or break' point for most gamers. If that's something you can't deal with, I strongly emphasize my caution to you to stay away. For those who do choose to press on, you're in for an incredible journey through a world that's truly unique every time through.
Ultimately, Styx: Shards of Darkness is a great game however, it is a STEALTH game, with no misconceptions of anything else thrown in, that must be understood. Sure, the satirical nature of the world might not get fleshed out quite as much as I'd have liked but the refreshing tone is more than enough as-is. The gameplay is fun and the options provide great replayability to each level. Not to mention, of course, Styx himself, who provides comedy and wit galore. If you're looking for a stealth title that will have you creeping cautiously through vast levels while trying not to laugh your head off, then Styx: Shards of Darkness is definitely the game for you
Trulon: The Shadow Engine has decent card-based combat and a fantastic world. However, a myriad of issues such as stuttering and crashing plague the game, while the story never really develops in a meaningful way. It's still decently fun to play, however at I can't really recommend it at $20. If it looks like something you'd want to try, wait for a sale.