Kind of. It helps, but especially in Bloodborne it's no guarantee.

And Sekiro goes against that as well. While you do get some improvements in things like health, healing ability and weapon strength, the game still leans mainly on your own skills. It doesn't have an RPG style leveling system, any improvements are thanks to your own exploration and victory. It's really gratifying to get the deflects timed just right.

I've finished most of it, I'm close to the ending now but I somehow can't bring myself to finish it?

Alternatively you can just never level up and still beat the whole game with enough patience. That's what I like about the Souls series compared to some other RPGs, it lets you do whatever you want and is balanced to make late-game enemies literally just more challenging, not some unfair instakill situations (hello Skyrim & Witcher 3).