The word “own” in this context refers to the fact that you can keep a private copy of the game for yourself. What you are arguing is that the consumer does not own the copyrighted assets used.

It’s like saying that even though I bought a Toyota Camry, I don’t actually own it because I’m not allowed to make a copy of it and sell it. You could use that logic to say no one really owns anything. Maybe youd have a point, but not really in the context if what anyone else here is saying.