There are two regulations at play here. One is governing refunds for preorders. Refunds for preorders must be granted in th EU except in case of customized goods (e.g. if you order a suit from a tailor that is currently being made just for you). The other regulation is that software (digital content) purchases are excluded from the 14-day refund policy once the download has started.

"If you purchase digital content - such as music or a video online - you cannot withdraw once downloading or streaming has started, if you previously agreed that you would lose your right of withdrawal by starting the performance. " (source)

This is EU law. The "Consumer Rights Act" (of 2015) in the UK, where the OP is from, states the same. It specifies digital downloads as their own category and they are therefore not considered services or goods in the context of the rest of Consumer Rights Act. The regulations for them are identical to the EU regulation.

The EU court case that Nintendo in Germany is about preorders, not about refunds for released games or available digital content. Yes, their defense argument is that the customer downloaded the digital content already, but that is a loophole that the court's ruling will likely close, because the encrypted content is neither usable nor custom made. It does not, however, impact the regulation for digital content that are not preorders. The OP did not only download a released game, he also played it. This is not related to the Nintendo court case about reorders, so there is no "lawsuit about this".

The OP is in the UK,

Whether or not it should be like this is a different question.