The answer was hidden in that post. As an overall thing, there is no undo feature here. (Though IIRC correctly they are going to be working on one.)
It is not that it exists in some games and not in other games. The feature simply does not exist, as far as I'm aware. So no, there's no list of games. (Even if it exists in some game that I'm unaware of, there's no list.)
The only thing there is, which is not technically an "undo" is that some turns that happen in certain steps can pause and have you confirm certain things, and these may be things which you can change. I don't know a lot of games here, but I can use an example from Stone Age. If I'm placing meeples on the wood, or I'm telling it to add tools to my dice roll, it makes me confirm it because it doesn't know when I'm done. So I can re-click on a tool to take it away again (I think), but at some point I have to confirm when I'm done. This is not an undo feature - it only exists because the game can't know when I'm done in a case like this, so I'm merely finalizing the move.
To compare, if I place a meeple on the village somewhere, it doesn't need me to confirm that I'm done, so once I click, I'm automatically done and my turn is over - no undo. And that's the way nearly everything is that I have seen.
So there's kind of a difference between having to
confirm certain types of moves, and having an actual Undo button.