If you liked Deux Ex, I highly recommend checking out Prey (the 2017 one) and Dishonored. They share the same game design philosophy, the so called "immersive sim".
The main thing that got very old between the game release and nowadays is that conspiracy theory were a joke in 2000, but twenty years later they are taken very seriously by way too many people, including the current US president.
Also, this kind of game is often called "immersive sim", it has seen a mini resurgence in the last years.
Breath of the wild fits in that genre as well, so does MGS5 or Rimworld. They are all very different from Deus Ex, so it really depends on what you liked in that game.
It's amazing how much that game accurately predicted.
And the story? Timelier every year.
But Deus Ex is one of the few classics that I just can't get to click. It just feels too clunky and ugly, with a lot of the mechanics coming across as ...not to my preferences let's say. Even after I've completed the whole campaign two times over I still just don't "get it". As for the plot getting timelier, to be honest it still just came across as conspiracy gibberish to my ear. I dunno, maybe I'm just not smart enough for it.
Warren Spector said that his initial idea for the game was "what if every conspiracy theory was true?", so that's pretty intentional. So as long as you buy into that conceit, there's a lot of amazingly clever writing in the game.
My favorite conversation in the game is probably the one with the AI Morpheus: https://www.youtube.com/watch?v=1b-bijO3uEw
Among other significant differences, Prey carries on the Shock tradition of having the player generally (if not always) on the back foot in combat, forced by resource constraints to approach even the most trivial engagement with care and wherever possible find alternatives to combat, while DX:HR continues that series' very different tradition of rewarding an even moderately prepared player with the ability to treat fighting as first recourse rather than final option.
That said, and while there's a lot about Prey I didn't so much care for, the microgravity segments are worth the price of admission all by themselves. I've never seen another FPS even attempt such an ambitious style of play as a core mechanic, much less succeed so well at it.
Prey is fantastic too, and is from the same developer (Arkane Studios). It has quite a bit in common with System Shock, which was one of the earliest immersive sims.
That's not even getting into how the extensions/stand alone DLCs complement the main storylines.
TL;dr: If you've got 30-40h go crawling around Dishonored's universe a couple times. (Go Arkane studios!)
Crysis 1 fits all the criteria of an 'immersive sim', believable world, consistent game rules, pick your own way through, apparently isn't an immersive sim. STALKER despite it's similarities to Crysis apparently is an immersive sim.
The king of open world RPGs, Elder scrolls is an immersive sim (apparently), Elder Scrolls: Oblivion. Despite that being heavily scripted and containing mostly linear dungeons. Fallout 3 is an open world RPG on the list too.
Watch Dogs 'should' be on that list, why it isn't doesn't make any sense. I could argue Morrowind or GTA V should be on there, depending on where you draw the line on scripting. The term is a bunch of marketing fluff that isn't connected to sense.
It is a fairly loose concept though, of course. Plenty of games have "immersive sim" aspects. Even games like Breath of the Wild or the latest Hitman games. But there are open world RPGs that don't match the immersive sim philosophy, and immersive sims that don't have an open world.