For me personally Shadowbringers hit harder mostly because I wasn't expecting it. Heavensward was fine as a story and Stormblood was pretty meh, and then Shadowbringers hits like getting blindsided by a fucking truck lol (in a good way).
Endwalker for me, and probably a lot of others, didn't hit as hard because I was expecting it to push on the emotional stuff, especially after experiencing Shadowbringers. But I still loved the story. Urianger meeting Moenbryda's parents, that quest to give Papalymo's dad a sandwich (which fucking blindsided me hard lol), the Aitiascope dungeon as a whole, Emet-Selch's redemption arc, learning about the Ascian history and how Hydaelyn and Zodiark came to be and so on and so forth, I really loved and enjoyed. Going in though, I was more mentally prepared for it, but it doesn't change the fact that it hit me emotionally and made me cry on a few occasions for sure
That last climb to the final encounter with all the characters from the past saying their lines, oooph, so good. And then after saving the universe, you have a fucking brawl at the edge of the Universe with your obsessed stalker? Loved it