Actually that’s the entire point of blockchain NFTs. Nobody can take them from you.
But then, nothing stops the central hub (aka Playstation, XBox, Steam) from invalidating your license. In this case, your NFT only serves to prove you paid for it, and your access has since been revoked.
Check out: https://youtu.be/YQ_xWvX1n9g for a fantastic discussion of NFTs/cryptocurrency etc (it is long ~2 hours but very interesting)