When my life was more of a mess than it is now, I would often feel guilty for playing games. It had more to do with, I felt guilty for doing anything that wasn't actively pushing me to my goal of fixing my life up; it felt like anything I did to relax was a waste. It doesn't help that the grind-or-die mindset gets pushed onto you the worse your life is: poor people aren't allowed to have nice things without some pushback.
But that mentality isn't healthy, and at a certain point the constant stress put me in the hospital. Turns out, it's important to be able to relax every now and then. I'm no longer in that place anymore, life is still hard, imperfect, but I don't feel guilty for taking some time to myself with a fun game, and maybe a drink or two.