Funny, as I write asking if Games can be a religion, I find an article, written today it seems, that absolutely points that games are art.
Go ahead and read the article over here.
I'll still explore games as religion, but I'm editing my goal a bit, and skipping the individual games. Short answer, no, an individual game is not a religion, though it might have a religion in it (as in a belief the characters have).
The question, unanswered with that short blurb, is why someone could say that World of Warcraft is a blossoming religion? I'm still reading through the mess that is the thesis of online pilgrims, but so far, it doesn't fit my description of religion. The reason? World of Warcraft does not answer the question of higher authority.
The new question, which is what I was aiming for, is, can gaming be a religion?