Maybe SMT games, where the pokemon are demons, your choices have consequences, and instead of catching them, you seduce them. That's what I think of when I imagine adult serious pokemon, minus the seduction, but of plot.
For example - More background on the main cast, if you pick a choose an answer like say, yes to joining Team Rocket, the response isn't "surely you're joking", dieing is real, revival is not/rare, sacrifice, etc. Stuff like that