I think it's the right thing to do. Playing games on your laptop while it's charging ensures for optimal performance.

The GPU of the game usually draws power from the battery and if you ain't charging this might not be possible or would not be as effective as its supposed to be.

I will also recommend that you get an energy manager because I think the issue that has got you worried is that of overcharging. With an energy manager, your system won't charge above, I think, 75 percent which solves the problem of overcharging.

I once used to play games with my laptop charger plugged in every time, it slowly killed the battery and I had to go for a replacement. If you want to prevent this from happening, you'd want to do as I have advised.

I hope I have solved your problem. Thanks for asking by the way.