Phantasmagoria 1-2.

Ultima 5/6/7, and perhaps the Ultima Underworlds. Not necessarily all dark, but they do assume that the player has enough brain cells to follow a reasonably complex plot and occasionally confront uncomfortable situations.

Also...

Betrayal at Krondor.
Wing Commander IV. (Not really an RPG, but the story side of it is top notch.)
Deus Ex.
System Shock II. (Survival horror done right.)
Expeditions: Conquistador.
Fallout 1/2. (*IF* you managed to nab them before they disappeared. If not, hope they come back.)
Gabriel Knight 1/2/3.

Anything by Wadjet Eye or Spiderweb is probably a good bet. (The mechanics of a specific game or series may or may not appeal to you, but the storylines are solid.)

Max Payne series. I really liked the themes, though the first two ones were done by Remedy games (which had more psycho/thriller theme) and the last one was made by R* which was more action packed. Still the themes are mature.

Well, my point is that I don't believe this to be a recent development, I think mature themes in gaming have always been an exception, not just today. That's what I meant by singling out Planescape Torment, for example - PS:T is not an example for how games used to be, it is an outstanding game no matter which generation of games you compare it with. And if you just look at individual titles, you could prove all kinds of theories, even the opposite of yours. Doom didn't have more mature themes than Bioshock Infinite, Tomb Raider (1996) didn't have better characterization than Tomb Raider (2013), the story and setting of The Temple of Elemental Evil didn't have more depth compared to the Mass Effect series etc.

Regarding the easier difficulty, I can't say, as I don't mind easier games that much and prefer that to the frustration of having to reload every few minutes, so maybe you're right in that many AAA games try to cater to more casual audiences or that they set more store in visuals and cinematics than in programming good AI, but that would be an entirely different discussion.

You have a point indeed. It is true that those kind of games have always been an exception. I'm not a worshipper of the past, time does not make a game intrinsically better, but it's undeniable that once companies were more willing to take the risk of trying something hazardous, both in terms of gameplay and story. Today, they seat on the glory of the past. Citing you examples: Doom was born from nothing (well, maybe Wolfenstein) and it did good, while Bioshock was a secure investment because it took ispiration from the "pioneers" and the audience has been asking basically for the same things for years. The new Tomb Rider has more or less the same formula of the first, and so on...
Then, as latins said, "de gustibus". There is nothing wrong in liking new AAA games; only, in my personal -and I repeat, only personal- experience, buying most of the new releases led me into playing the same old game structures, only with better graphics and "watered down" gameplay to appeal the masses.
One last comment about difficulty: with the exception of the arcade games, old games were not that hard. Simply, they forced you to think a bit or hone your skill before giving you the victory. For example, Thief is not a difficult game, but you must be careful and plan ahead or the guards will tear you a apart; in Dishonored or many of the new stealth games if you get caught you can simply slay everyone without much effort, so what's the point of creeping in the shadows? There is no real tension, and you're not encouraged to find more clever way to deal with a situation, effectively neutralizing the term "stealth" itself.

Alpha protocol

Yes, I'd agree with you on that: The AAA games of today don't necessarily have less mature themes than back in the days, but they certainly aren't more innovative on the whole. And indie games are definitely in a better position to try out new things and explore all kinds of themes that AAA producers might shy away from.

Speaking of "de gustibus", the Thief games have never really been my cup of tea, precisely because the consequence for being spotted are so grave that they're likely to result in having to reload (at least in my case). I really like that Dishonored doesn't adhere to this "make no mistake or start over" formula and instead offers alternative solutions. The funny thing is that I still try to play it like Thief because of the story - I'd like to stay the wrongfully accused innocent and not turn into a mass murderer who kills potential family men or otherwise harmless people just because they happen to earn their living as a guard.

Not pre-2k6, but mature enough: <span class="bold">Patholog</span>ic
Outside of GOG, The Banner Saga and Dishonored.
The others I might recommend were already mentioned.

The Gabriel Knight series, definitely.