If you look closely at the screen, you'll notice a very big obvious graph telling you that your fan is going fucking bonkers and can't keep up with the heating - so, your laptop initiates a failsafe which is shutting down all apps and going into this mode, so you can configure the settings to see what's causing massive overheating.

Do you have your laptop in Turbo mode when gaming? What are the temperatures like? How long have you had the laptop?

Alternatively there might be log files created which you could check to find out the actual issue.

If your laptop isn't heating up too much and you land up here, then I'd check your supply voltage, which seems unconventionally high to me.

Keep in mind I'm not a professional, and what you should do imo is bring the laptop to a certified ASUS service center and tell/show them the issue.