I think you said it yourself... you prefer the settings/atmosphere of Bloodborne and Sekiro more than Souls and you have problems staying interested in them if you aren't feeling those aspects. That's totally fine.
The order in which I played the games were Bloodborne, Dark Souls PtDE, Demon's Souls, Scholar, DkS3+DLC, Dark Souls Remastered, Sekiro, and now I'm doing a vanilla DkS2 run.
While my sentimental favorite is BB, I'd put DeS and DkS1 up there, very closly followed by the rest. There's no real use in ranking them as they all offered me awesome moments and damn-near rage quit boss fights and zones that I was able to conquer. In that sense, each game is exceptionally memorable and among the best gaming experiences of the past couple generations.
Setting/atmosphere is secondary for me, although they do help in establishing tone and an overall feeling of oppressiveness, with those occasional zones of beauty, light, and hope.