Increases the computer's overall cost. A business computer doesn't necessarily need multimedia speakers, the latest CPU, gobs of RAM, a 3D video card, etc., but those items are mandatory for gaming. All that extra stuff can easily add several hundred dollars to the cost of your computer. Games waste disk space. I've installed demos of modern games from my MacAddict CDs occasionally, and I'm shocked at the disk space required.
Games often require special system extensions.
Some games require QuickDraw 3D or other system extensions. Depending on the extension, this can waste RAM, CPU cycles, and increase boot time. Games don't always like your OS setup. Sure, you can create an extension set or separate boot partitions just for gaming, but that's an extra hassle and involves rebooting your machine. It's much better to keep your system folder mean and lean.