While we all tend to say no... I think there are limits we would not cross into. Such as I had a atheist game who played a japanese game about rape. I read up on it (because I couldn't believe such a game existed) and its a 3d game (like most modern games) where you essentially assault, molest, rape/have sex with teenage looking girls against their will. There is full nudity, bodily fluids, sounds....aka its porn but as a interactive video game. So when we say our religious beliefs do not affect how we play in a game, I think they do in cases like this. Which hopefully everyone would agree you would NOT play this game.
THose kind of things aside normally my beliefs do not carry over into a game. I've played as good guys, bad guys, neutral guys, girls, aliens, wizards...etc. Should we play this kind of stuff? Well thats iffy. I think it depends on if the game affects you or not. Though I imagine God would prefer we don't play them regardless.