I feel like Cobalt Core did it pretty well for an indie game…not nearly on the same level as Hades but each win unlocks a memory from a character and the story is slowly revealed. Once you see all the memories, you get a final mission (that I will not spoil here). Narrative elements progress during runs, too.
It’s kinda just lore like you describe so I might be giving it too much credit but I really liked the way it unfolds and wasn’t expecting the “twists” as you find out the real motivations of each crew mate. It’s also a really fun game