Hey,
I have a PC. When I play some games, it eventually shuts down for no apparent reason. It doesn't reboot, it just powers off completely. Actually, the last time was different: I could hear the HDD being active, and at least one or two cooling fans, I think the CPU and case fan, were still running. I didn't get any signal to the monitor, though, and could do nothing but force the computer off by holding down the power button for a few seconds.
This hasn't occurred in all games. I've been playing Playerunknown's Battlegrounds and Battlefield 1 without the issue. Warhammer End Times: Vermintide eventually leads to a shutdown every time, however, and that latest crash was in Counter-Strike Global Offensive. Before that, I had clocked nearly a thousand hours in CSGO without my system ever crashing.
I just ran Aida64's stress test overnight for over six hours. My CPU and GPU got pretty hot, nothing too crazy but high figures as you'd expect from such a test, but there was no crash.
I have the latest drivers and all that jazz. i5-6600K, AMD RX480, Windows 10. If anything, I'm thinking it could be the PSU, but then why did it handle the stress test just fine?