The List So Far:
Alienation
Astrobot Rescue Mission
Blood & Truth
Bloodborne
Bound
City Shrouded by Shadow
Concrete Genie
Days Gone
Dreams
Driveclub
Erica
Everybody's Golf
Farpoint
Fist of the North Star: Lost Paradise
Frantics
God of War
Gran Turismo Sport
Gravity Rush 2
Hidden Agenda
Horizon Zero Dawn
Infamous Second Son
Infamous First Light
Judgement
Killzone Shadowfall
Kingdom Hearts HD 1.5 Remix* ** (for now, at least)
Kingdom Hearts HD 2.5 Remix* ** (for now, at least)
Knack
Knack II
The Last Guardian
Matterfall
Medieval*
MLB The Show 19
Moss
The Order 1886
Persona 5**
PSVR Worlds (great for parties)
Project Sakura Wars
Ratchet & Clank
Resogun**
Shadow of the Colossus*
Spider-man
Star Wars: Rogue One X-Wing VR Mission
Tearaway Unfolded*
The Last of Us Remastered* **
Uncharted 4
Uncharted: The Nathan Drake Collection* **
Uncharted: The Lost Legacy
Until Dawn
Until Dawn Rush of Blood
Wipeout Omega Collection*
Yakuza 6
* Remake/Remaster
** Also on PS3/Vita
This is something I've been thinking about a little bit recently. I have a pretty saucy rig that can throw many frames at my display for games available on PC, but for my particular proclivities when it comes to language, I've found that it doesn't mesh well with the Japanese market practically rejecting the modern PC gaming space. This is mostly an issue for me with Shenmue I & II HD, and Dragon Quest XI on PC (ie. Steam): The former only offers Japanese language for voice, not text, while the latter has no Japanese language support whatsoever (partly because there's no Japanese audio for the game at all, except for on the new Switch release). Mods don't seem to be available to remedy this either (not surprisingly).
So, unfortunately, if I want to avoid playing Japanese games in translation, I would have to buy into a Japanese home console. I have no interest in the Switch. It's a stupid Homunculus that's virtually worthless to me because I essentially never play games away from a TV, and likely never will. That pretty much leaves the PS4 (or PS5, if that ends up having BC).
What are the exclusives for the console that make it worth having at this stage. One of the only things I can really think of that's not available on PC, or another console, that I would really be interested in is The Last Guardian. If I had a PS4, I would probably also want to have Kingdom Hearts III, although it's sort of weird that it's on the Xbone, but not PC.
What else is there? Japan-only games are, of course, also worth mentioning.