Please Love Me Once More by Akira Yamaoka, from the video game Silent Hill 3.
I’ve already checked all other soundtracks by Akira Yamaoka, but couldn’t find anything similar to this.
And how can you identify genre/style of this soundtrack?
Some people call it ambient, and others industrial rock I think it best fits in the Dark Ambient genre.
Dark ambient (in the 1980s also referred to as ambient industrial) is a genre of post-industrial music that features foreboding, ominous, or discordant overtones, some of which were heavily inspired by elements of ambient music.
The term was coined in the early 1990s by Roger Karmanik to describe the music of Raison d'être and is strongly associated with the Cold Meat Industry record label.
If you want to hear bands like this just search Dark Ambient artists.