It usually depends on the software developer when it comes to removing software.
Most Apple software is an App Bundle which is really just a folder that looks like this:
TextEdit.app/
└── Contents
├── Info.plist
├── MacOS
│ └── TextEdit
├── PkgInfo
├── Resources
The Finder hides the fact that App Bundles are folders. It looks like an App icon and when you install it you drag the App icon to /Applications or drag it to the trash to remove the App. These App Bundles can also be installed via the App Store.
However, not all applications are distributed as an App Bundle and may include things outside the bundle. In these scenarios there's an installation package which can contain scripts and files and configurations can be placed in a variety of locations on disk. There is a great software package called Suspicious Package that allows you to see what's inside an installer pkg and that can give you insight into what it does to install software so you can determine how to remove everything.
So you'll need to seek out the specific games you wish to uninstall and find the recommended method to completely uninstall the game as provided by the developers. Some developers provide an uninstallation script or a tool you can run to cleanup after partially deleting an App.
As an IT professional, I can say that macOS is not alone in this regard. Windows doesn't always uninstall things as cleanly as it should be done. It's entirely upon the developers to code an installation and uninstallation and for the most part many vendors fail miserably at this task. So much so that when we package software for deployment to the employee workstations, we typically have to reverse engineer the vendors installer and build our own as well as providing an uninstaller. Microsoft and other large developers do a much better job. But even then, we have to use a Fix-It tool to fully uninstall Microsoft 365. It's really just a fancy script that edits hundreds of file and registry locations and deletes all parts of Microsoft 365. For macOS there's the https://office-reset.com/ utility which is just a bunch of scripts.
