That's how secondary tags work. If you look at Feedback, you can see another implementation - they work like sub categories. We could also use it, for example, in Help - imagine being able to filter by iPhone or Android queries, or first-timer questions versus something more in-depth, but still being able to see all of them if you want.
Forum Games is a sub-tag of GD because that's where it originally came from. There were people in GD who enjoyed forum games, but the games were dominating the conversation, so when we got Groups in Lithium, we moved them there instead. Now that we can have sub-tags, it means that they can stay grouped sensibly for thsoe that want to see both, but they can also be filtered out by those that don't want to see them.
Any tag or sub-tag you don't want to see, just head into it and choose Hide from the menu. That way, you'll only see it if you choose to visit it directly.