If the SaaS provider goes down or decides to discontinue a product, then yeah, ideally I should be able to install it somewhere and self-host it. It might not be easy but should be doable. If I want to modify it to fix a bug, I should do so - or take it to a third-party software shop/consultancy. The same way I can take my car or my fridge to a repair shop after the warranty runs out.

The difference is you're buying games vs licensing software. There should be a clear difference between buying and licensing softwares/games and should be told upfront.