Yeah - I imagine that the games are designed thinking most players probably have an SSD or - at worst - an HDD. An SD Card - especially a not-good one - can be 100x+ slower than an HDD for small reads. Any games that depend on this would effectively not be playable.
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.