

There are two cases.
When you run a game, the game is allowed to monitor your input (up to some configuration), so you shouldn’t e.g. open a game and do online banking at the same time.
When the game installs a malicious software such that your input is monitored even when you’re not running the game, then you can only rely on the additional defense mechanism. However, this is similar to all other software.
You know how bad things are when I searched for some examples and the first result is a localization mod.