I honestly can't think of any. If there are no goals (and goals imply obstacles to be overcome in pursuit of them) then you've got a toy, not a game.
They may not be games, but they're still games? I think whether or not Gone Home can be considered a game is highly debatable. I haven't tried it, but it seems that the elements that make a game a game are missing.
That it's available on Steam is completely orthogonal to whether or not it's a game.
[1] https://youtu.be/uepAJ-rqJKA
[2] https://theangrygm.com/gaming-for-fun-part-1-eight-kinds-of-...
However Gone Home would even satisfy a definition of a "game" that requires there to be challenges. Much of the information is hidden throughout the house, requiring the player to find it and reconstruct the whole story. There are even locked off areas that you need to find keys for.
[0] https://en.wikipedia.org/wiki/Live_action_role-playing_game
Suppose it's a game: Cities Skylines is open-ended and has no formal win condition, but you can certainly lose. Your city can go bankrupt, etc.
You're playing against the simulator algorithms. If you succeed then you've beaten those algorithms.
I play city skylines (and sim airport) in sandbox mode, money is meaningless. The only way you lose is to define yourself as losing.
the definition of game is "an activity that one engages in for amusement or fun." => it does not require win-conditions. i prefer games that allow me to be creative. having lose-conditions interferes with that.