What I ought to have said: we've have had movies where movies or video games are part of the adventure e.g. Wargames (1983).
But an adventure takes place against a background of people living ordinary lives, which used to consist mainly of communal office work, socialising, chatting, families at the breakfast table and whatnot. Whereas now ordinary lives consist more and more of digital interaction. So the background will have to change too.
MST3K and it's descendants already exist.
> about playing video games,
Again, it's been done.