Dark Cloud (ps2) - split between action segments and city building segments. First game has a cool, creepy atmosphere, second game is more polished. By Level 5 if that intrigues you!
Kingdom Hearts 2 (ps2) - Yeah the story is dumb but it’s unintentionally funny. Combat is sooooo good.
Dissidia Final Fantasy (psp) (duodecium, not the first one) - It’s basically the cutscenes from Final Fantasy but you get to play them! Got a fun fanfiction level story too.
Parasite Eve (ps1) - Cool action horror game. Got a combat system I don’t think I’ve ever seen anyone replicate before, except for the one coming out from the Valhalla devs soon.
All these should run perfect on the Retroid! Only other one I can think of is The World Ends With You Final Remix and its sequel on switch. The first is way better on ds in my opinion, but only if you have an actual ds.