I am a gamer. Many of the games I enjoy depict extreme violence. I am also a market anarchist. I oppose all initiation of aggression because such actions trespass against the rights of others. I have been asked whether this indicates some kind of disconnect between what I say and what I do.
Short answer: No. I don't suppose that will satisfy many people, though.
Games harm no one.
There is no murder, destruction of property, taxation, rationing, or other violence involved. Well, at least not at any games in which I have participated, anyway. Although, to be fair, I have heard harsh words uttered over a good game of Fluxx.
History happened.
Historical war games allow people to examine history in a new light, set up what-if scenarios, or just find new ways to explore their favorite era. It does not indicate that the gamer condones any or all of the actions that occurred. One can play a World War II Panzer company without supporting Hitler's ideology. One can play a Crusader army without supporting Catholicism or medieval feudalistic imperialism. One can reenact the Battle of Waterloo without supporting the ambitions of Napoleon, the British Empire, or the Prussians.
Fantasy is fantasy
Fantasy settings are obviously imaginary, wholly fictional, and thus not tied to anything in the real world. They can, however, create an environment where people are more free to explore ideas. Adding some abstraction can help clarify ideas.
Role-playing games in particular foster teamwork and problem-solving, provided That Guy isn't participating. Dungeons and Dragons is the classic example: It's not all about bashing goblins in the face. To be fair, goblins sometimes deserve getting bashed in the face, but a good Game Master can create scenarios where NOT bashing the goblin in the face has merit too, requiring players to consider alternatives.
The future hasn't happened yet, and almost certainly will not happen as described in science fiction. Thus, science fiction games are as abstract as fantasy games. Most have nothing to do with science, and are thus essentially fantasy games with lasers. It's about as realistic as a cheesy 80s action movie. Mass battles of aliens and robots on a tabletop have no bearing on the real world whatsoever. However, the fiction around many such games offers a chance to examine human action in a new environment. Warhammer 40,000 from Games Workshop offers a particularly colorful backstory filled with examinations of power, politics, propaganda, and economics, whether the various authors intended it or not. This may seem like a change of subject from games to literature, but mass battle games usually include a supporting fictional universe to add immersion to the game while the gamer builds and paints his personal army, and it fosters an interactive, creative spirit as part of the game experience.
In any case, whether a game involves historical events, supersoldier cyborgs and bugs from another dimension, or elves and goblins, I personally do not see how playing a game can be considered evidence of supporting actual violence, and I believe it offers intellectual benefits to anyone from any ideology. The nonaggression principle is maintained.