You should be able to sell something and then take it away when you're tired of it.
Would you feel the same if your phone permanently bricked itself because the vendor decided it was out of date and they just don't feel like supporting it anymore?
If you sell a product for money, you don't have the right to take that product away and keep the money.
Well, they're not selling you the game. They're licensing you the ability to play their game.
And yes, I think it should be legal for a hardware product (like Spotify's "Car Thing" https://en.wikipedia.org/wiki/Car_Thing) to stop working because they don't want to support the online component. It's fine to get mad at the company, but I think it should be legal to do.