How is it different from just opening a game in another browser window, and why would users keep coming to my website to play the game instead of some centralized location?
HeyZap seems to be providing additional tools and platforms for enhancing the online games experience while being increasingly less intrusive on the experience of enjoying the content (why flip between tabs and sites when you can pop up or close a bar at the bottom like GChat?)
The user does not leave the website, can leave the games when they want and return to the site. Makes the experience similar to Youtube embed of videos.
Facebook is a destination for people to socialize and sometimes play with their friends, so games there are complementary goods.
Most other sites (news, personal finance, technical documentation etc) have different objectives, and it's not clear why games will be complementary.