Video games are already full of exploits. That's what allows a rich modding scene to thrive.

Video games sit in this really weird place in software engineering where 'security' in the traditional sense doesn't necessarily apply.

Games are either single-player and don't really make any sense to exploit, or are multiplayer and have weird kernel-level DRM and anti-cheat, and on the server side, mainly host multiplayer matchmaking and servers.

Even if games have been exploited maliciously, users would have to go out of their way to find a malware-laden version on a shady BitTorrent website, and in that case the BitTorrent protocol is the real vector, not the video game itself.

Don't get me wrong, I'm not saying video game RCEs aren't security a problem—but they have fairly extensive positive implications that might not be usually considered.