Because there’s a very small defined set of actions a person can take in such games: backwards, forwards, left, right, etc.
By comparison pages have dozens of links, form fields, menus, etc. It’s not that they can’t be navigated with the keyboard alone, it’s that it’s rarely the most efficient way of doing it. Clicking a link will always be quicker than pressing tab X number of times to select it.
Tab is not how most keyboard only users navigate web pages. There are an entire set of built-in keyboard navigation utilities for those that cannot use a pointing device.
If I have never learned this entire set, I bet you that my mum won't learn it. Most users not only aren't power users - they have zero interest in becoming power users.
By comparison pages have dozens of links, form fields, menus, etc. It’s not that they can’t be navigated with the keyboard alone, it’s that it’s rarely the most efficient way of doing it. Clicking a link will always be quicker than pressing tab X number of times to select it.