These sort of complex 2D environments are a nightmare to work with in adventure games, since you have to manually detail where the player character can go, how the character should grow/shrink to simulate perspective, etc.
I checked a video of Milkmaid of the Milky Way (2017) and sure enough, the environments are 3D with heavy stylization. Characters are animated in 2D but positioned and rendered as billboards or similar. 3D environments are much simpler to work with, using an off-the-shelf engine.
There is a kind of adventure game you can easily make with static 2D graphics: graphical text adventures. Not particularly exciting, but it'll work. For more sophisticated games, you can probably get away with AI generation for stuff like character portraits.