I always wondered how many game clients out there have exploitable vulnerabilities. Seems like you see a lot of CVEs in popular software, but never games.
Nowadays I'd be more concerned about malicious mods for singleplayer titles.
https://github.com/perilouswithadollarsign/cstrike15_src
The engine code is very old, and CS:GO itself was not developed by valve but by Hidden Path Entertainment initially as a port of CS: Source to consoles and they didn't really do a great job.