IOPS is important.
For random 4kb blocks / second
SD Card => 2.1 [1]
SSD => ~200 [2]
[1] https://www.cameramemoryspeed.com/reviews/micro-sd-cards/
[2] https://en.wikipedia.org/wiki/IOPS
And that's comparing good SD cards to good SSDs.
As I was saying, bad SD cards can be REALLY bad. The difference can be over 1000x. Anything that depends on being able to read ANY small piece of information regularly in a reasonable amount of time from disk would simply not be playable.
If this is Debian/Arch OS, I'd assume they are writing to a system folder.
If the game is on the SD Card - it will be read from the SD card.
Sure, if the game needs to randomly write data to disk (I assume this is much rarer) - then it would write to the system SSD as usual.
It's the same way I wouldn't say that film is optimized for storing lots of data with horrible access cheaply. It just happens to be what it is.