After having played all 6 of Nemlei's games, I have come to see the themes of all the games. (Or at least, my interpretation of them) So, let's go down the list.
Jack in a Castle. To me, this game is about what we do in relationships. How do we build a relationship with our manager, new friends, crushes, coworkers, etc. I actually really loved this game.
Candy Scabs. To me, this game is about how we judge others physically. When we slowly reveal ourselves, we can either get a reaction of "thank you for showing me your true self" or "you're scary, therefore I hate you." We all hope we get the first reaction, but sometimes, we might need to kill (metaphorically speaking) the person who hates what we look like.
Divilethion. To me, this game is about what religious trauma can do to us. We can either break free when we notice or we can go with the flow and continue the cycle of trauma.
Better Half. To me, this game is about learning to love yourself and take care of yourself. How depression can really hurt us, but with care, comfort, and love from ourselves, we can get through it, we survived everything up to now.
No Good Noelle. To me, this game is about accepting that you might not be good at something. There's no shame in it. It's just not your thing.
The Coffin of Andy and Leyley. To me, this game (although still in development) is about family and/or shared trauma. We survived together, we will continue surviving together, or we'll hate each other because we remind each other of our trauma.
Anyway, that're just my interpretations. I'd love to hear y'all's if you have other interpretations. And remember, there's no wrong way to interpret a story narrative, everyone does not know what the original intent was for the creator(s) of their stories.