That's pretty much what you'd expect. Gaming performance is strongly correlated with single-threaded performance. Many games are essentially single-threaded and even when they're multi-threaded they are still subject to Amdahl's Law. Certain parts of games cannot be multithreaded (eg all draw-calls must be made from a single thread in all APIs prior to DX12 and Vulkan) and they tend to limit overall performance.
So with narrow exceptions, single-thread performance is king. The best example of this is the G3258 - it's not really that powerful a processor, but it can be overclocked to really extreme levels and keep up in many games just through sheer single-threaded performance.
Going across multiple processors is also particularly brutal because of greatly increased thread and cache synchronization costs. So again, not really a surprise that it's actually slower.
If you need more than a 4790K or 6700K can deliver, your next stop is the 5820K or other -E series processors. But not many games really need or can make good advantage of more than 4 threads, and even fewer need more than 8.