Dude don't know what to tell you but pfsense blocks nothing out of the box...
How does the game fail? Does it give you an error, says can not connect to server what?
If your running blocking software be it IPS or Proxy - those for sure could be your problem.. But they would LOG it, etc..
Works some times, not works other times points to problem in your wifi network or possible dns issue?
If firewall blocking - it always blocks, it doesn't block sometimes and not others. Possible you have issue with connecting to a specific server in the CDN when it fails, etc.
Your going to have to give some info if you want help... You have told us nothing really other than it sometimes fails..