Given that games tend to be deployed on a wide range of computers, it's hard for them to use newer x86 extensions (e.g. AVX), while most scientific computing applications tend to be compiled for a specific machine. To get to see the larger improvements, you must use the newer instructions and registers, like you can see in BLAS benchmarks[1].
Yep, at my old job we still had to support Windows XP 32 bit for the game client (internal tools were Windows 7 64 bit) as so many people were still playing on systems. I don't remember if we could use SSE2 or what the minimum was in that regard.
Some compilers support multiple codepaths depending on the supported instruction set. Intel's C++ compiler makes this easy, for instance.