Are there games that made me uncomfortable? Sure...
Something like This War of Mine for example. Depicting a gruesome reality in a war torn country endangering "my" characters, who i got quite attached to during the game. But I would consider this a "good uncomfortable". It is meant to make me feel this way to deliver a message and it works great.
Another example would be Alien Isolation. Man, this game is so tense. I got so uncomfortable just standing in a dark hallway, hearing all the creepy sounds around me, fearing the alien every step of the way. I had to stop every now and then, just to calm my nerves. And i loved it for that. So another example for "good uncomfortable".
Regarding "bad uncomfortable"?
Sometimes violence in games might be to much or in bad taste. Same way racism, sexism and other "isms" might be celebrated in a game and not depicted as aweful. That usually doesn't bother me. I'm an adult and can decide for myself if i want to continue playing such a game or even buy it in the first place. As long, as it doesn't break the law, there is no need to ban or censor the game. People (including developers) can have all kinds of stupid opinions (hey americans... happy with your president? ;-) ), but I don't have to agree with them and I can decide to don't even listen to them. So when a game does something, which rubs me morally the wrong way, I just don't buy it or stop playing. Best message you can send to any developer... don't give them your money.
With sexual content, including all kinds of fetishes i usually don't have any problem. It is a fantasy and if this kind of fantasy excites you, then you do you. I even like sexual content in games... it is a nice diversion from the ever present violence in games and like i wrote earlier... sexuality is great and should not be taboo.
Where it gets uncomfortable for me personally is the depiction of rape or sex with children as something good, so topics which are in real life not legal for a good reason. I understand, no real human is harmed in a game and it is still "just a fantasy", but the message rubs me the wrong way. Some japanese rpgs really test my boundaries in this way sometimes.
I wish there would be a reliable process to define what content in games is still legal and what has to be restricted (for children or even adults). But again, no reason for censorship. Ban what is really illegal and allow everything else. Just limit access for children by helping parents to make an informed decision. But as an adult I want to be able to decide for myself and have the option to play the game as it was meant to be played (again: as long as it doesn't do something illegal). If we start with censorship, then there is no way to predict where it will be going. Today it might be just some "sexual content" but tomorrow? See youtube policies regarding "undesirable" content. But you could argue the same way for the decision what is legal and illegal (because humans are involved and we know how "great" the legal process works sometimes).
Still, I hate censored games and usually won't buy them.