If Ergo Proxy had come out before Oni instead of in 2006, it could definitely have been a formidable influence on the game. It does seem that Nausicaa was an influence on Oni, as seen in the concept of a wilderness that is hostile to human life, an "outdoors" that is fundamentally toxic to us. Ergo Proxy takes place in the same kind of world. The female lead character is an investigator with a big gun and an android companion, living in an authoritarian society, though much more brooding and cynical than Konoko.
Polluted by man, Earth has become cold and nearly lifeless, as well as ridden with dangerous diseases that quickly kill those who leave the domes. No one alive has seen a blue sky, or the sun. Each dome is somewhat distinct, though we learn little about the domes besides Romdeau (a distant future corruption of "London"), where the story begins and ends. Romdeau is a highly controlled city-state with citizens calmly walking to and fro while being urged by billboards to consume and dispose of goods (pictured, lower-right). It is a utopia which the main character calls their "final paradise"; no one seems to have any wants (nor any questions about their world).
The icing on the Big Brother cake is that every citizen is in fact designed to perform a certain function in society. Natural childbirth has not occurred within memory; citizens are birthed selectively by a mechanical womb system. This system also helps prevent overcrowding. Get a promotion, and you may be rewarded with an allotment of one baby. The population of the city is technically about 50% Auto-Reivs, which are various kinds of robots. An especially sophisticated type called an Entourage is a very intelligent but clearly artificial android which accompanies its owner and handles a lot of the human's duties, to the point that many of them are essentially doing their masters' jobs (pictured, upper-right).
There's trouble in paradise, though. A virus is making the Auto-Reivs self-aware, and there's beings called Proxies running around killing people. When two Proxies meet each other, their mutual hostility is even greater, not unlike the meeting of two Daodan symbiotes (if Konoko vs. Mukade is any indication). Proxies also struggle with the difficulty of being superhuman in a world of humans while also having an important mission to fulfill, with various outcomes for their attitude and degree of sanity.
Many philosophical, linguistic, historical and artistic references, as well as fleeting visual symbols (like butterflies, of note to Oni 2 thinkers), make this a show to watch carefully and thoughtfully. Re-watching it once or twice is a must in order to grasp certain aspects of the plot (and turning up your TV's brightness helps a lot too!).
(For anyone who hasn't watched Ergo Proxy or isn't planning to, a nice introduction can be Meditatio XVI (episode 16) "Busy doing nothing", where "Konoko", "Shinatama" and (mutant) "Muro" are forced to idly coexist in a confined space.)