Maybe games do have something special because you have to be more actively engaged and empathizing with coziness part puts us in a calming mood. But it seems obvious to me that anything that you can engage with has a similar effect and games are just one type of media. Books, movies, music can do the same thing too, you just have to know how to get in on it and not suffer through it if it doesn’t click the first time. I don’t think it’s only the cozy part that brings the benefits but rather what effects that media or genre has on you at that moment in time. Over time what bring me calm and comfort has drifted somewhat.