As others have said, games don't break hardware. When you build a computer you need to do proper stress testing to see if anything has issues under full load. PSUs are indeed extremely common issue in custom PCs because it is something people tend to try and save money on to get more expensive GPU/CPU, but that is the worst mistake you can make. I've seen more than enough PSUs breaks after just 1-2 days of use, and it can easily happen while your computer is off. If that occurs it likely just means that it cracked when you hit the power button, as that moment uses up a very large amount of power and in a poor unit can easily cause failure.
