Honestly, most Square Enix JRPG's. It'd really be easier to name the ones where I do care about the party members; Chrono Trigger, FFVII...and that's about it.
I was actually kind of thinking about this earlier because I'm playing Wasteland 3 right now where I am really invested in, and care about all my party members. I think a large part of that is because 4 of my 6 party members are custom characters that I created, that basically have personalities and traits that I dictate, or at least form some kind of head cannon for. And that's somehow easier for me to get attached to since it's like I've been with them since their inception versus picking up a character along the way in a game where they have this whole back story and so forth that maybe is explained to you, but it's not like it's something that you personally experienced with them, if that makes sense.
So, even though your party really don't have their own personalities, as prescribed by the writers of the game, I just find that I'm more attached to them. Like there's my Nerdy Melee character who runs in, beats things up, hacks robots and buff's her squad. Or there's my healer who is also an explosives engineer and level 10 lock picker, so he can get the whole squad around most traps and through any entrance. It just feels like because I created these characters, they're mine and I'm attached to them. Though, tbf, the other party members that are actual game NPC's are great too. That drunken pistol slinger Scotchmo, and basically my "Bad Cop" when I need him, Marshall Kwon.
Seriously, it is one of the best party based RPG's I've ever played. People really gotta stop sleeping on that game this year. It's far and away the best RPG to come out in 2020 so far, and there's really only one other one that might end up being better. We'll see.