Few games are truly multi-threaded, so for gaming it's better to have a faster processor even if it's less cores.
Not that it really helps with some games. Dota 2 is CPU bound for the moment, so if you play that a lot then maximizing single-threaded performance is probably the way to go.
Still, if I was buying a CPU today, I'd be cautious about going for less than quad core if I was interested in new AAA games.
1) Games are becoming less CPU-bound and are putting more work on the GPU, so the CPU matters less for gaming today than it used to.*
2) Vulkan and DirectX 12 make multi-threading easier and more efficient, so there is more incentive to adopt a parallel architecture with those APIs.
* Of course, I'm generalizing. Strategy games, for instance, are still very CPU-heavy and likely always will be.