Games written in the Unity engine are (predominately) written in C#, a garbage collected language. Keeping large amounts of data around isn't that unusual since reading from disk is often prohibitively slow, and it's normal to minimize memory allocation/garbage generation (using object pools, caches etc), and manually trigger the GC in loading screens and in other opportune places (as easy as calling System.GC.Collect()). At 60 fps each frame is about 16ms. You do a lot in those 16ms, adding a 4ms garbage collection easily leads to dropping a frame. Of course whether that matters depends on the game, but Unity and C# seem to handle it well for the games that need tiny or no GC pauses.

But (virtually) nobody is writing games in Go, so it's entirely possible that it's an unusual case in the Go ecosystem. Being an unsupported usecase is a great reason to switch language.