A game is a software product Art. 2(1), Art. 3(1)
The CRA applies to products with digital elements made available on the market whose intended purpose or reasonably foreseeable use includes a data connection to a device or network. A downloadable or installed game that connects for multiplayer, updates, or online services is a product with digital elements. Distributing it to EU players through a store or launcher is supply on the Union market.
Studios often assume consumer entertainment sits outside cybersecurity regulation. It does not. A game is software like any other software product, and its scope turns on the same tests as a productivity tool or a utility.