From a skim, these seem like games that run in the terminal usually spawned from a shell, but that is not the same thing as being "run entirely in your Linux shell."
For the headline itself I think IF with a parser counts as "command line only", though it still doesn't run in your shell.
I don't know of any games that run "in your shell" but a good example of the distinction is that mutt and pine run in a terminal, but nmh actually runs in the shell (not in the sense of processes but in the sense that the shell is what I am using to string together actions when I use nmh).