I don't think this is exclusive to games. I often have the same problem going to bed straight after coding. I still have things on the mind.
I find the hardest game to sleep after is Starcraft. All that multitasking and thinking about a silly loss. Can take 30-40 minutes to get to sleep if I jump into bed directly after playing a game.
Did anyone use to play Ultima Online? Surely you had the recurrent dream of being dead and struggling to find your corpse? "Must find corpse! Can't lose stuff!" I would then wake up and remember I signed out at Brit bank, relax and go back to sleep. I had issues.